Jillian escapes her life in foster care to join the circus, quickly gaining a new life as Persephone (Sephie), a burlesque dancer that specializes in "Gorelesque." There she meets Selene and Pyro, along with many extravagant circus characters who all escaped their lives to only jump into a new hell. Together they navigate a twisted life on the road with performers going missing, or drastically changing. While the leader of it all is The Ringmaster who seems to have an unquenchable thirst for tragedy.