The story takes begins in 1942, when the character of Red Sentinel is created. Doctor Valentin appears in passing, and it also marks the first appearance of The Therapist, though he is not explicitly named. The volume is considered to be Sentinel's origin story, and is told in hindsight by Red Sentinel himself.
Volume One opens in 1942, where Russian soldier Antonin Dyachenko revels in destroying German soldiers on the Eastern Front. After killing a battalion of German soldiers, he is almost killed by a sniper before the timely intervention of Doctor Valentin and his prized assassins. Valentin claims he is acting on the behalf of the KGB, and offers Dyachenko a chance to "make the future happen now". He mentions that Joseph Stalin has condoned the creation of a "super-human" to combat the enemies of Russia, and that Dyachenko is the perfect candidate, due to his sadistic nature and skills in combat.
Dyachenko reluctantly agrees, and is flown from the front to Moscow, where he once again meets up with Valentin. Attending a presentation to head KGB officials about the so-called "Sentinel Project", Dyachenko begins to grow skeptical of the process, especially its high chance of failure. Despite this, he ultimately goes ahead with the procedure and awakens a few days later, with his new found agility and peak human performance, much to the delight of Valentin.
Volume Two continues the genesis of Red Sentinel, beginning shortly after he gains his agility and immortality in 1942. This volume mostly chronicles Dyachenko's missions during the war effort, as narrated by Sentinel in hindsight. He battles Nazi supermutants and assassins, despite the fact that Valentin repeatedly claims that the Nazis are the true allies, and that Russia should side with them. The volume closes upon Sentinel's return to Moscow after the war's end, beginning to question his sadistic nature and where his true loyalty lies.
Volume Three opens in 1945, shortly after the end of the Second World War. With Germany defeated, and a possible Nazi ally for Valentin eliminated, Russia poises to resist the USA's attempts to be the superior power. Sentinel overhears a meeting between Valentin and a mysterious Nazi scientist, with the Nazi claiming that Hitler can be resurrected. This leads Red Sentinel to begin questioning Valentin's true loyalty, and where he fits in this scheme.
Sentinel's suspicions are confirmed when Valentin gives him his next mission, to assassinate both Joseph Stalin and Harry S. Truman and plunge the world in war, which will allow Valentin and his allies to seize control, by blaming the assassinations on the opposing countries. When Sentinel refuses, finally realising the error of his ways, he is thrown out of a travelling airplane by Valentin, falling thousands of feet, and surprisingly surviving the fall. The serial ends with Sentinel staring up to the sky, buried in snow, with him swearing vengeance, followed by his narration in the present.