John Henry Cole is an operative of Ike Kelly’s Detective Agency, based out of Cheyenne, Wyoming Territory. But after a deadly assignment in Deadwood, Cole decides he needs to pursue a different line of work. Then Ike Kelly is murdered and no one seems to have any idea who might have done it. Leo Foxx, the town marshal, is so disinterested in the crime that he has yet to start an investigation. So Cole decides to start his own.