In the first episode, the player takes the role of a troubled writer who has gone to a country retreat to work on his next masterpiece. However, the player soon hears news over the radio of 'strange atmospheric phenomena', and his car crashes into a lake after being hit by a lightning bolt. He escapes the lake and arrives at a mortuary chapel from a maze of catacombs. Here, he discovers the zombies attacking the town. He moves on, passing through a swamp and a volcanic rift called Devil's Rift, gaining weapons and encountering zombified policemen that are still smart enough to handle firearms. He gets to the town by commandeering a train. At the town he manages to reach the radio station seen in the intro, and manages to call the state police for help. The state police tell him to wait for them at the police station. There, he is captured by the undead sheriff Chester Rockwood, and puts him in a prison cell. Trapped, the episode ends with a zombie approaching his cell door to eat him.

They Hunger 2: Rest in Pieces

The protagonist begins the game where the last left off: unarmed and trapped, however just as the zombie is about to enter his cell the player is saved by a police officer with a rocket-equipped truck. Still unarmed, the player is forced to restock his arsenal himself (though it is possible to re-enter the police station and regain several lost weapons).

The player soon after enters the sewers. There he encounters bizarre aquatic creatures and encounters several state police officers who have been zombified after arriving at the town. The player later makes it to the Rockwell water treatment plant, and it becomes apparent that the army has taken notice of the problem and had started sending troops in to take care of the zombies, though their operation is failing.

A major part of this episode is spent exploring the 'Rivendale Asylum for the Criminally Insane' operated by the mad Dr. Franklin, creator of the undead horde. Once inside the player meets Alfred, Dr. Franklin's former assistant, who tells the player that it was he and Dr. Franklin that discovered strange things in the local water supply that bring anyone alive or dead to a state of half-life. He tells the player that Dr. Franklin was trying to figure out how it was causing the zombies but ended up being infected too.

The player then enters Dr. Franklin's underground laboratory where he witnesses several of the doctor's horrid experiments, such as dismembered heads being kept alive. Soon the player is forced to fight an army of undead Frankenstein-like monsters brought to life through Franklin's machine. Afterward Dr. Franklin is chased out of the area by one of his own monsters. The player also encounters reanimated skeletons that can shoot bolts of electricity.

The episode ends with the player attempting to escape the asylum, only to set it aflame. The player is caught in a massive explosion which ends the episode.

They Hunger 3: Rude Awakening

The final episode opens as the player awaken to find himself in Rockwell community hospital. A little exploration reveals that it too had been overrun by zombies before the player woke up. After the player leaves the hospital, he covers several miles of open countryside on foot and arrives at a small farm which has been overrun by undead. Besides the farmers most of the local cattle and other animals have also been infected and prove to be quite a danger. He also passes a Stonehenge-like structure on the way.

Eventually the player returns to the now-destroyed asylum. However the player is again captured and taken back to the countryside at the Stonehenge-like structure. Here the player witnesses Sheriff Rockwood giving a speech to the zombie hordes which is soon broken up when the army attacks. The player escapes and retraces his steps back to the farm train yard, along the way witnessing the fact that the army is clearly overwhelmed by the zombie threat. After boarding a rail car he once again arrives at the asylum. There he meets Deputy Jerry Hoobs, who has a plan to get himself and the player out of the town with a helicopter. However, he can't open the hangar door, so the player must fight through the asylum, which is now overrun with zombified soldiers, to meet him on the other side. On the way to the hangar, Sheriff Rockwood and Dr. Franklin (who survived the asylum's explosion and has been rebuilt as a half-zombie, half-machine cyborg) see the player in the asylum and trigger the alarm. The player manages to reach the helicopter and escape with Hoobs before the zombified security could stop him.

The game reaches its climax as the player and the deputy are forced to fight the cyborg Dr. Franklin at the asylum's train yard. After the doctor's defeat the player is pursued by Sheriff Rockwood in another helicopter with a mounted mini-gun. The player defeats the sheriff and sends him plummeting toward the lake below before exploding. The game ends with the player and the deputy flying off into the sunrise.