The game's story takes place during World War II in an alternate history. Thor's Hammer Organization (THO), is a shadowy organization with connections all over Europe and the goal of world domination. THO knows that this goal cannot be attained while there are powers capable of challenging them, and aims to use its connections and advanced technology to make sure the two sides of WWII devastate each other, while THO makes a grab for power when both are exhausted. The obvious influence of Norse mythology on the organization's name is further shown by the fact that all THO members use a mythological name as their call sign. In exchange for the services of both Allied and Axis higher-ups, Thor's Hammer provides them with some of their inventions, including Panzerkleins. Panzerkleins are very difficult to destroy, as they are essentially immune to small arms fire.