Sly and the Gang found out the location of the final member of the Fiendish Five: Clockwerk and are off to destroy him.
- Arc Villain: Clockwerk.
- Batman Gambit: Clockwerk is long-familiar with the Cooper Clan's sense of honor and knew Sly would try to break into his lair to rescue Carmelita, rigging the room he is keeping her in with an inescapable gas room. If it hadn't been for Bentley's quick thinking, Sly would most certainly have died.
- Big Bad: Not only is Clockwerk the leader of the Fiendish Five, but he's also the Arch-Enemy of Sly's family.
- Death Ray: The giant owl-tower is equipped with one of these.
- Green-Eyed Monster: Clockwerk's jealousy and hatred of the Coopers being more famous thieves than him was so great that he strove to gain immortality and eventually outlive them.
- Hollywood Hacking: "Bentley Comes Through" is a hacking minigame where Bentley hacks Clockwerk's mainframe to free Sly from the gas-chamber. This would later be perfected and used more often in future Sly Cooper games.
- Lava is Boiling Kool-Aid: The level is set in a Volcano Lair yet it is treated like water from the first level, Sly toughing it similar to when he is hit with regular fire. Clockwerk at least has the excuse that he is made of some kind of super-metal.
- Lethal Lava Land: Clockwerk's Lair is a massive, high-tech fortress located in the Krakarov Volcano in Russia.
- Ominous Owl: Clockwerk is a giant, mechanical owl.
- Pass Through the Rings: The second-phase of Clockwerk's boss battle is this.
- Sinking Ship Scenario: "Sinking Peril" has Sly scaling Clockwerk's tower as it sinks into the lava, the magnatronic support field keeping it up having been destroyed in the previous mission.