In his dreams, Baku Yorozu is a secret agent for the organization CODE, as Code #7, using his skills and wits to save the great pop-idol Nem from terrorists who take her hostage. In the real world, Baku is a recent college graduate struggling to find a job, while a combination of bad luck and constant need to be a hero thwart his attempts. One such attempt at finding a missing girl lands him in the hospital after he is hit by a car with no driver. While lying unconscious, Baku is chased by the G
As Tokyo MPD Assistant Inspector Nasuka Nagumo finds herself assigned to the maligned and marginalized "Paranormal Affairs Division" under veteran cop Tetsuya Fujimi, Baku recovers from his last incident, while Tetsuya thinks Baku's dreams might be a link to inexplicable "Black Cases" happening in the real world. As Baku gains new capsules for Zeztz, he finds himself back in the dreamworld, trying to stop the Bomb Nightmare. But Baku soon finds out that this time it's not as simple as defeating
Baku is unable to stop the Bomb Nightmare from exploding part of the Omi Police Station, as he recognizes with horror that the Nightmare's actions resulted in the same police station being attacked in the real world with no apparent attacker. Meanwhile, Tsukasa Todo, the Director of the Public Security Bureau, tells Tetsuya that his Paranormal Affairs Division is being shut down, believing it to be a waste of time and resources. A devastated Tetsuya subconsciously wishes for the Tokyo MPD HQ to
Baku's latest case involves protecting a VIP bride, Miyuki Asamiya, from what appears to be a jealous ex-boyfriend named Ippei. As the Crow Nightmare attacks the chapel, Zeztz uses the new Wing Capsem to challenge Crow in an aerial dogfight, but soon discovers that Ippei might not be the Dreamer in this case. Meanwhile, Tsukasa tasks Tetsuya and Nasuka with investigating "Black Cases" in an unofficial capacity, as they follow the trail of crow feathers that mysteriously appeared in a chapel.
Baku wakes up to find that Tetsuya and Nasuka have broken into his room and found the secret CODE base hidden in his closet, but Code #0 allows them to stay and provide assistance. As they begin turning the base into the new home of the Paranormal Affairs Division, they help Baku reach the conclusion that Miyuki is the Dreamer, and from there, the true target of the Crow Nightmare. Later, the mysterious man behind the Nightmares appears to know something about Nem.
CODE's latest case has Baku going undercover in a dream prison to rescue Nem and her family from their incarceration. The case takes a sudden turn when Baku finds out that Nem was actually adopted, and her father is Masumi Bijogi, the President of the talent agency who began her rise to stardom. Zeztz easily destroys a chainsaw robot with his new capsem powers, and comes face to face with the mysterious man seeding Nightmares throughout the world, only to discover that the Nightmare threatening
Baku finds out a shocking secret about Nem while trying to find the cause behind Bijogi's Nightmare, that she was involved in a near-fatal bus crash while Bijogi survived. Bijogi left Nem in a private hospital to recover, but then she disappeared without a trace, and he felt guilt over the incident ever since. The Nem that Baku has been meeting repeatedly in the dream world can't find where her real body is, or if she's even still alive. Baku swears to find the real Nem, and then transforms into
Baku meets Minami, who has become an agent, in a dream. Baku helps Minami with her mission to find a lost cat, but they are attacked by a Nightmare, and he wakes up. A "Black Case" has occurred in which Minami has grown a cat's tail. When Baku falls asleep again, he challenges the Nightmare to battle in order to save Minami, but...!
Minami is a CODE agent... Upon learning the truth, Baku is disappointed and furious, realizing that Minami had merely been "pretending to be family." In his dream, Minami is transformed into the Cat Nightmare once again. Baku transforms into Zeztz Catastrom and, despite knowing her true identity, attacks the Cat Nightmare...!?