The third season doesn`t have a particular story behind everything (like Valkyrie Ghost in the second season). It just tells 6 stories about the life of Kazuto & Co. with some additions: Raine and Chorus get a house on earth, the last three Valhalla princesses each get an episode, and in the last episode Kazuto and Valkyrie, who in the same episode managed to stay adult, >try< to marry again. (Source: ANN)

The Chojin Crown, the tournament which Mantaro (Kid Muscle) reluctantly participates in. After going along with the obstacles (most of which were created to try and eliminate him), he qualified. (Source: Wikipedia)

Unaired episodes included with the Blu-ray volumes.

During a monster attack on the city, which is something that happens quite often, Silk and her two friends try get close to the attacking monster for a better view. An unfortunate choice of location to watch from leads to UFO-man, the city's giant protector, to land on the girls crushing them to death. Feeling sorry, UFO-man blames their death on the monster and promises to bring Silk and her friends back to life by lending them his power but the catch is that they now have to become the city's protector as well. (Source: ANN)