It appears that Sly has been faking his amnesia while spending his time with Carmelita. He is longing for his old life, when he meets up with Bentley, and is told that the pages of the Thievius Raccoonus are disappearing right before their eyes. With his gang back together, it's time for them to travel through time to find out what's going on.
After traveling back in time to various points, Sly managed to meet with and help his ancestors, as well as even meet the very first Cooper, Caveman "Bob" Cooper. With their help, they take down each member of Le Paradox's team, as well as even Le Paradox himself. However, in the final battle, he is nowhere to be found. In the secret ending to the game, he is shown to be in Ancient Egypt, suggesting he used the time machine on Le Paradox's blimp to save himself from the resulting explosion.
