In Darkest of Days the player controls Alexander Morris, a soldier fighting in General Custer's army during the Battle of Little Big Horn at the beginning of the game. After Custer is killed and Morris is wounded he is suddenly rescued by a man in futuristic armor and taken through a strange portal. Morris then awakens in the headquarters of KronoteK, an organization that has managed to develop time travel technology and is apparently dedicated to researching and protecting history. A KronoteK higher-up known as "Mother" tells Morris that the organization's founder has gone missing and disturbances have started appearing through history, causing individuals that have played key roles in history to be placed in danger, and tasks Morris with helping KronoteK restore history.
Agent Morris then starts with his combat training. As he is from the 1800s timeframe, he requires a crash course in "modern" weaponry (ranging from World War I to the late 22nd century). Upon completion of his training Mother tasks Morris and his new partner Agent Dexter with tracking down two individuals who are not where they are supposed to be: one Cpl. Welsh from the Grand Army of the Republic in the American Civil War at the Battle of Antietam and a Russian Army Officer named Petrovich in World War I at the Battle of Tannenberg.