The story is a fictional telling of the history of Hong Kong during the 1930s, while Hong Kong was still under British rule.
By the 1930s Tong Sai, Hong Kong, was thriving with wealth and danger. Gambling and pornography were in huge growth, the police were corrupt, and gangs and evil businessmen ran the city. Citizens lived bitterly as the world succumbed to darkness.
The righteous Leung Sam (Tavia Yeung), a "self-combing" woman (one who vows to never marry), calls the police for help regarding a child kidnapping case. Policeman Gum Wa (Louis Cheung) was in charge of handling the case; however, Leung Sam knows that the corrupt Gum Wa would never take the case seriously as he only works for money. After encountering yet another kidnapping case, Leung Sam meets the righteous cop Sam Yat-yin (Matt Yeung). The two successfully track down the abducted children, but Gum Wa, who was doing the job for the secret prize money, was able to steal their credit by ambushing Yat-yin. Since then, Leung Sam distrusts and shames Gam Wa, and appreciates Yat-yin's sense of justice.
Leung Sam and Yat-yin had bonded together from the kidnapping case, and became even closer as he helps her find her lost relatives. At the same time, Leung Sam befriended Gum Wa as she realizes that he is not inherently bad. Gum Wa had fallen for Leung Sam, but knowing that she is self-combed, he chooses to conceal his feelings, content with just staying by her side. With the knowledge that both Leung Sam and Yat-yin have feelings for each other, Gum Wa persuades the head housemaid Mei-lan to approve of the pair, so that Leung Sam can let go of her status of a self-combed woman.
Yat-yin was framed for the death of a witness and fired from the police squad. His attitude changes as he falls into depression, and he takes to drinking to forget his woes. Gum Wa, who was actually the one responsible for the witness's death, feels guilty for his doing, and his conscience awakens from this incident. He secretly manages to get Yat-yin back his position as a cop, but Yat-yin has changed drastically: not only does he scheme his way through promotions and ranks, he also leaves behind Leung Sam for his female superintendent for benefits.
The mastermind behind the child kidnapping calls on Yat-yin and Gum Wa to form a secret alliance with the police force. With this new Yat-yin at hand, the police bureau falls into even deeper corruption, and it is up to Gum Wa to save the city...