A new semester is about to begin, but Nagi is lazing around as usual. Hayate and Maria try to cheer her up without success until she gets impressed by a TV Show about aliens near Area 51 in Nevada, USA and wishes to go there to investigate. An opportunity arrives when she receives a call from the U.S. Police asking her to retrieve some of her late father's belongings, but Maria states that she is forbidden to go there until Silver Week. Nagi flees from the mansion in anger just to find later that she had forgotten her cellphone and wallet and is unable to get back home. However she is found by Hayate and when he is approached by a small child, he finds that Nagi was kidnapped. Hayate gets on the girl's bike to pursue the kidnappers and rescues Nagi from them. Just then Hayate and Nagi return home, the girl appears before them once more, introducing herself as Ruri Tsugumi and claiming to be Nagi's little sister.
色々あった夏休みも終わり、いつもどおりの日常を送っていた三千院家のお屋敷に、ネバダ州警察から突然の電話が！ 「ナギの父親の遺品が見つかった!?」「いや、そーゆーの興味ないし」あいかわらずローテンションなナギ。だがその前に見知らぬ少女が姿を現し、衝撃的な事実もしくは戯言を告げる！
