Sly and the Gang hunt down Sir Raleigh of the Fiendish Five in the perpetually stormy Welsh Triangle.
- Accessory-Wearing Cartoon Animal: Sir Raleigh the Frog only wears a hat, gloves, and spats.
- Arc Villain: Sir Raleigh.
- Bermuda Triangle: The Welsh Triangle is actually a man-made (technically frog-made) one due to Raleigh's powerful storm machine.
- Breath Weapon: Sir Raleigh's welder mooks use their equipment to breathe fire in Sly's direction.
- Derelict Graveyard: The level "The Gunboat Graveyard," which is home to various junked vessels, including old and modern ships, submarines, and planes.
- Drop the Hammer: The weapon of choice for the mallet-wielding walrus guards, a.k.a "Thor McCracken".
- Gentleman Thief: Sir Raleigh was born wealthy and took piracy (and later international crime) because he found the lavish life boring.
- I Don't Like the Sound of That Place: Sir Raleigh's base of operations resides in the Isle O'Wrath of the Welsh Triangle.
- Salvage Pirates: Sir Raleigh's operation depends upon scavenging vessels shipwrecked in the storm of his own creation.
- Warmup Boss: Sir Raleigh is the first of the Fiendish Five you fight and is the first boss period, so this is to be expected.