Story Mode:

Intro Cutscene:

(Scene takes place at an amusement park. Mai Shiranui, King, Yuri Sakazaki, Chizuru Kagura and Jan (the former 4 not in their in-game outfits but rather in their casual uniforms) are having a good time there.)
-Mai (v/o): "I am Mai, heir of Shiranui ninjutsu, hence my full name being Mai Shiranui. I remember in the last King of Fighters tournament. One unfortunate thing, I never got Andy Bogard to be partners with me during that time. In fact he never was teammates with me for any King of Fighters tournament! But I'm just gonna let that slide... for now."
-Jan: "Hey, let's go ride the ferris wheel!"
(Cut to Mai and her friends riding a ferris wheel. Mai is sharing seats with Yuri.)
-Yuki: "So Mai, what is it about you and Andy Bogard?"
-Mai: "Let's say it all started during my birthday. Andy gave me a present that forever caused my perspectives of him to evolve. I still would like it if me and Andy were teammates during a King of Fighters tournament. But one good thing to bring up is that after one of the tournaments before that one from last year, he actually let me take a picture of us together."
(Mai shows Yuri the picture of her and Andy from possibly some time ago before the events in King of Fighters '97)
-Yuki: "Oh I can see why you like him so much! He's very handsome."
-Mai: "He sure is. But anyways, how's it going between you and Robert."
-Yuki: "Well... It's kinda hard to say."
(Cut to a day after that time at the amusement park. Scene now takes place in a dojo. Mai Shiranui is training in her Shiranui ninjutsu when suddenly, a portal mysteriously opens up behind her.)
-Mai: "Huh? What's going on here?"
(The portal sucks Mai into itself. The scene cuts to the medieval Japan, where Mai lands down onto dirt ground close to a palace. She gets up from the fall and looks around, wondering what's going on.)
-Mai: "This-this doesn't look like where I live. I must be stuck in the past. I can tell because... Hey, mister!"
(A passing villager walks towards Mai.)
-Mai: "Excuse me, sir?"
-Villager: "What is it, young lady?"
-Mai: "Do you know what's going on here?"
-Villager: "I am afraid not. Why do you ask."
-Mai: "I was dragged here by a portal away from my time period, or as you would call it, the future."
-Villager: "You're from the future? Oh dear, I'm not so sure about how to get yourself back here. I heard that there is a mystical artifact hidden somewhere in the world that can grant you wishes. I don't remember what it is however and I'm no soothsayer so you're best on your own."
-Mai: "...That's okay then. Now that you've mentioned that there's suppose to be this artifact that can grant wishes, this would actually help me return home. Thanks for the tip."
(Mai Shiranui jumps out of the picture.)

Prologue:

Shiranui ninjutsu, a style of ninjutsu which utilizes in pyrokinesis, which makes some people believe it to even be rooted in an older style with similar characteristics called Hinotama ninjutsu. The current heir to that ninja way is Mai Shiranui, the granddaughter of Hanzo Shiranui, who taught her the secrets behind the ninjutsu. She is in love with Andy Bogard, a childhood friend from when they were training and brother of Southtown's hero Terry Bogard, and often fantasizes about marrying him, and since then she would pursue him nonstop. One year after Kyo Kusanagi and his friends won a King of Fighters tournament and sealed away a snake god named Orochi, despite that she and Andy aren't together yet, Mai still enjoyed a good life with her friends, including those who were in King's team with her. However, one day while Mai Shiranui was still training, she was mysteriously dragged into a portal and ended up in the Middle Ages. Now it is up to Mai to find a way to get herself back into the present and maybe get Andy Bogard to be her lawfully-wedded husband.

Rival Cutscene:

(Scene takes place in a circular arena surrounded by mountains, skulls, and crooked pillars with pointy ends and the sky is covered in clouds with colors ranging from grey to blackish blue. Mai Shiranui walks to the circle.)
-Mai: "Gee, it's gonna take a while to find a way back home. That man from before did mention something about an artifact..."
(Dante lands to the circle behind Mai.)
-Dante: "Looks like you could use some help here."
(Mai turns around and points one of her fans at Dante.)
-Mai: "Who are you? I never met you before!"
-Dante: "Whoa there, ma'am! I'm not here to cause some trouble for you! But since you're asking for it..."
-Mai: "I don't know exactly where you come from... though signs may indicate that you are from some fantastical land or something, but that doesn't matter!"
-Dante: "Oh, and my name, by the way, is Dante."
(Dante gets out his Rebellion and points it at Mai.)
-Dante: "Now I'm giving you a chance to walk away. When my blade's at your throat, you know exactly what is required in this situation."
-Mai: "Or as a matter of fact, I'll just go on and fight you myself!"

Final Boss Cutscene:

(After defeating Dante, Mai Shiranui sees the fabled Sphere of Wonders and walks towards it, only to be carried over to Hell. Mai is greeted by Belial.)
-Belial: "Hello and welcome to Hell, Asian harlot."
-Mai: "HEY!!! Who are you calling a harlot, you multi-horned freak?!?"
-Belial: "Have you ever looked at yourself in the mirror?"
(Camera cuts to Mai and zooms close to her cleavage, accompanied by a boing sound. Camera then cuts to Belial.)
-Belial: "You dress like a whore, plain and simple, and I'd be damned if I don't see one of the souls being tormented in the Second Circle of Hell get a hard on from seeing you in this attire right now!"
-Mai: "What's the big deal? I wear this outfit! So what? Nobody I have relations with makes a big fuss about it! Now answer this question! Did you drag me to the past?"
-Belial: "So you are from the future, I see. I knew that Sphere of Wonders worked, well, wonders. Do you know what that is?"
-Mai: "...No."
-Belial: "This artifact, brought to Earth by a somebody, who's name I will not mention, to grant wishes. Everybody wants it, so I'm using it for my own personal gain."
-Mai: (So that's what that man from earlier was talking about.) "If that's the case, then why not hand me the Sphere of Wonders? I ask this because I want to return to the present and maybe have Andy Bogard marry me."
-Belial: "...Andy Bogard? I have know idea who that is? Is he from your time period, too?"
-Mai: "Of course."
-Belial: "..."
(Belial opens up a vision and sees in the vision Andy Bogard (voiced by Richard Cansino) in the streets of Southtown in his casual wear.)
-Andy (in vision): "There is time for more training, but for now I'll just go get some ice cream first."
-Belial: "So this is the Andy Bogard you speak of?"
-Mai: "*sigh* Yes."
-Belial: "I'm surprised you're not even a damsel."
(Belial closes the vision.)
-Belial: "From what I'm hearing from you, I would've expect someone like that blonde haired Adonis you just told me about to come and save you, but seeing as you can fend for yourself, this will not be an issue. He probably doesn't even know where you are, does he?"
-Mai: "You are right. Andy's probably worried about me. But even then, I'll still return to the present and there's nothing you can do about it! When I return, I will finally get to meet Andy!"
(Belial summons his trident Nequitius.)
-Belial: "You're going to have to get through me, you stupid little bitch! You have no chance in getting rid of the devil, which is me, the Prince of Darkness!"
-Mai: "It depends. Are you stronger than Orochi?"
-Belial: "I am stronger much than any other malevolent supernatural being, even this "Orochi" being!"

Ending:

(Belial is destroyed and the Sphere of Wonders is now free for Mai Shiranui to access.)
-Mai: "And to think Belial could put up more of a fight than Orochi. He should be lucky he never gets to fight Kyo Kusanagi and his friends because he would be toast big time. Sphere of Wonders, please return me back to my time. Not only that, but at the same time, also make the marraige between me and Andy Bogard happen. I want this to be a dream come true upon my return home."
(After making a wish, Mai cuts the sphere in half. The scene cuts to a Japanese airport where we see Mai Shiranui and Andy Bogard arrive from the flight. They are welcomed by Jubei Yamada and Mai's relatives.)
-Jubei: "Mai, glad to see you return to your homeland!"
-Mai: "Actually, what happened was I was stuck in a different time period, but I luckily got myself back here. And now Andyy's with me!"
-Andy: "Yes, she sure is."
(Cut to a Western-style wedding ceremony being held at a stereotypical chapel built in Tokyo. Mai Shiranui and Andy Bogard are the bride and groom and everyone, including people who are in some way related to either Mai or Andy (i.e. Terry Bogard and a young Rock Howard) are attending the wedding service.)
-Minister: "Shiranui Mai, will you take Andy Bogard as your lawfully-wedded husband?"
-Mai: "I do!"
-Minister: "And Andy Bogard, will you take Mai as your lawfully-wedded wife?"
-Andy: "I do!"
-Minister: "Alright then. You may now kiss the bride!"
(After they both kiss, we cut to the newly married Mai and Andy happily leaving the chapel as everyone outside is cheering as the couple enters their white limo.)
-Terry: "You know, having fought Mai before, I kinda feel a bit worried for my brother."
-Man: "So you object to their wedding?"
-Terry: "No no! I'm fine with Andy marrying Mai! It's just that... the times I remember in every KOF tournament when Mai is around the same time as Andy. It's a really long story so you know."
(As their limo drives off, the scene cuts to two swords clashing eachother to form an X in front of a shield that fades to existence, followed by the text "EPIC BLADES" emerging from behind the shield, followed by the credits with a montage of character renders and screenshots from each character's story mode as well as Sevendust's "Corrected" playing throughout.)