After Margai attempts to kill Cid and Mid, Shogo learns the man's daughter has been taken to the Underground Coliseum, a twisted establishment where patrons enjoy watching unwilling victims suffer. Rumors say it's hidden inside the Big Bridge, but with no clues as to its exact location, Shogo and Cid will need help to make any progress. And as they search for the girl, it becomes clear that the Coliseum is only the tip of the iceberg when it comes to shady dealings in the Gold Saucer...