In the city of Fuuto, criminals make use of USB-like devices called "Gaia Memories" to turn themselves into superpowered monsters known as "Dopants," wreaking havoc in the otherwise peaceful city. However, there are also heroes who utilize the Gaia Memories to fight these criminals, one of whom is the self-proclaimed, hard-boiled detective Shoutarou Hidari. With the help of his witty partner Philip, the two transform into Kamen Rider W—the legendary hero of Fuuto city. After the fall of Museum—the evil organisation responsible for many crimes in Fuuto—the production and distribution of Gaia Memories has halted. However, remnants of Gaia Memories still remain within society and are sold in the black market at high prices. Thus, the two heroes from Narumi Detective Agency are yet to have time to relax. Sights of Dopants still occur and the agency receives more and more clients who claim to experience supernatural phenomena. Regardless of the arduous nature of the task, Kamen Rider W promises that those who hurt Fuuto will inevitably count up their sins.

In the late Edo period, Japan faced an unprecedented crisis with the arrival of black ships from overseas. However, Japan drove away the black ships thanks to Onigami, giant robots that have existed in Japan since the ancient times. The country has remained in self-imposed seclusion from foreigners ever since. The story begins in this Japan that never experienced the Meiji Restoration.

In year 29 of the Divine Era, more than thirty years have passed since a mysterious monster from the heavens destroyed all of Japan except Shikoku. Young boys and girls, already unaware of the tragedy of that time, live in peace behind the wall that protect Shikoku. In such a time, there was a girl who was given the name "Yuuna" because of a special gesture she made at birth. Yuuna is an honorary name taken from Takashima Yuuna who perished in a fierce battle with the monsters about 30 years ago. Yuzuki Yuuna was one of those Yuunas, but contrary to her heroic name, she was a girl with no special powers. She learns that there is a girl in the same school with the same Yuuna name. Fuyou Lilienthal Yuuna — She says, "My dream is to go outside the wall and see the world for what it really is."

Winter Days is an amazing, visually stunning collaboration of the greatest animation masters in the world joining forces to create a visual Renku, a style of poetry specific to Japan whereby composers write a poem as a group, each poet creating a different verse. Winter Days is taken from the famous Japanese poet Basho's Seven Poetry Collection, the paradigm of the sho-fu style of haiku. Led by Kihachiro Kawamoto, Japan's greatest puppet animator, thirty-five animators from Japan, China, Belgium, Czech Republic, England, Netherlands, Canada, and Russia worked tirelessly to realize Winter Days, a thirty-six part Renku opening with delicious animation seamlessly flowing from one verse to the next before taking on the form of a documentary, illustrating behind the scenes interviews with the creators. Winter Days is a visual feast for animation and poetry lovers and those who embrace alternative and innovative approaches to the Renku art form.