The introductory cut scene of the game details the game's plot. It begins with the Turtles watching a TV newscast on a Sunday evening, with April O'Neil reporting from Liberty Island. Suddenly, Krang flies in using a giant exosuit (seen occasionally in the animated series) and steals the Statue of Liberty, moments before Shredder hijacks the airwaves to laugh at the Turtles.
The Turtles jump into action in downtown New York and pursue the Foot to the streets and the city sewers (then to the Technodrome in the SNES version), where Shredder sends them through a time warp. The Turtles must fight Shredder's army in both the past and the future in order to get home. They face Shredder until he falls to his death and the Statue of Liberty is returned to its place.