New York City, 1939 (or a similar version of it in an alternate universe), the giant zeppelin Hindenburg III arrives at the Empire State Building as intrepid reporter Polly Perkins receives a request to meet with a mysterious scientist at Radio City Music Hall, where The Wizard of Oz is playing. The scientist, Dr. Vargas, informs Polly that a figure known as Dr. Totenkopf is about to change the world as we know it. Suddenly, giant robots attack various locations across the globe, and authorities turn to Joseph Sullivan (aka Sky Captain) for help. A man of adventure and mystery, Sky Captain teams up with his engineer and assistant Dex, to save the day. Sky Captain's past relationship with Polly was complicated by his tendency to leave on exciting adventures without her. However, the rekindling of their romance becomes even more complicated when another old flame, the dangerous and alluring Franky, arrives on the scene, leaving her true intentions uncertain.