Leonardo reunites with his friend Bruno after years and, while planning a trip together, discovers that Bruno has disappeared. The suspicion is that he is part of a series of mysterious disappearances in a fictitious city inspired by the Brazilian northeast during an off-season carnival. Determined to find him, Leonardo gets involved in "The Last Parade," a narrative adventure of terror and criminal investigation. Player choices shape Leonardo's destiny, leading to either dead ends or unraveling the mystery, resulting in four possible conclusions throughout the gameplay.