Unaired anime episode bundled with the limited edition of High School DxD DX.2.

Specials included with the Blu-ray/DVD volumes.

Colin MacLeod, the immortal Scottish Highlander, travels with the wise-cracking ghost Amergan in search of the immortal despot Marcus Octavius, who killed Colin's lover on the Celtic plains centuries earlier. The once great city of New York is now submerged under water, with only one dominant fortress towering over the sea, the fortress of Marcus Octavius. MacLeod is torn between saving the survivors of New York and hunting down his nemesis. (Source: ANN)

As a punishment for losing an intense poker game, Keiichi Maebara, Rena Ryuuguu, Mion Sonozaki, Satoko Houjou, and Rika Furude must walk around town dressed in costumes. Wanting to avoid being seen by more people, Keiichi convinces the group to visit Yagouchi—a deserted neighboring village. Mion's mention of a nearby abandoned quarry spikes the attention of Rena and Keiichi. Still, as she tells them more about the mysterious incidents surrounding the place, they debate whether it would be wise to explore it.