In this episode, the gang decides to break into a museum, which serves two purposes; scratches Sly's kleptomaniac itch, and allows them to travel back in time to stop the erasing of the Thievius Raccoonus. Sly makes his way across the museums roof and steals a key from a Rat Trooper, using it to unlock the skylight above their target, a samurai dagger from Feudal Japan. Looking down into the room, a laser security system protects the dagger, which puts Sly on hold. Bentley then travels through the sewers, eventually getting to the museum's security terminal. He hacks it, unlocking a gate for Murray, who then enters it and is immediately attacked by a litter of rats. He defeats them all, and then destroys the power boxes by throwing barrels, chairs, and whatever else he can get his hands on. This turns off the security system and allows Sly to rappel down into the room, snatching the dagger. Carmelita then immediately bursts into the room, ranting about how she knew Sly didn't really have amnesia.
A museum heist to steal a samurai dagger that will be used to travel back in time.
Sly snatches the dagger just before Carmelita starts firing at him, and is pulled back up through the sky light. He then jumps down onto the Cooper Van and taps it with his cane, letting Murray know that they can leave. Murray escapes the museum's courtyard and lines up the van down a road. Sly jumps into the van and gives Bentley the dagger, who then puts it into the time machine. Murray punches it, and the van disappears in a flash.
- This is the only prologue episode in the Sly Cooper series that begins with a 2-D cutscene.