The first game's story involved the Peregrine Falcon (PF) Squad a small but skilled team of soldiers serving under the Regular Army's special operations division who fight against the army of General Donald Morden in order to prevent a massive coup d'état and the creation of a New World Order. Later games featured characters from the Sparrows Unit which is under the control of the Regular Army's intelligence division.

The player starts with only a simple handgun; as the game progresses the player may pick up new weapons. The player can only use one weapon at a time. When a new weapon is found it replaces the previous one. Similarly when ammunition runs out the player reverts to using the handgun which has unlimited ammunition.