Heavy fog on the highway strands the Shibatas at an eerie sanitarium, where they meet a mysterious girl named Nina. When they try to leave, Nina reveals supernatural powers and tries to trap them there. Ai Enma saves the Shibatas by asking Nina to try to remember who she really is: Nina is not Nina at all but the soul of Nina's doll; the real Nina died years ago after being abandoned at the sanitorium by her father. During this, Hajime catches a glimpse of Hell Girl for the first time. Ai's companions wonder if Ai is subconsciously sending clues to the Shibatas without knowing she is.