The events of the game take place in America in 1911, in which the Wild West, as such, had almost collapsed, and technologies like cars and machine guns had already partially begun to appear. The main character, John Marston, is a former thug who left his trade to live an ordinary life. To protect his family, he is forced to return to the criminal world and travel through the vast Wild West, along the way killing enemies and taking part in various conspiracies and other political affairs.