With no clues on the whereabouts of the missing teen Alison, Shadow takes a trip with Mr. Wednesday out into the quiet planes of South Dakota to visit another god. Instead of driving Mr. Wednesday’s sleek Lincoln town car, the pair ride in a beat up Winnebago, exploring the countryside in a not so fashionable style. However, they encounter some opposition by agents sent by Mr. World and must avoid the roads. Using some sort of magical spell, Mr. Wednesday takes Shadow into another realm where they can bypass reality and continue on their journey. But this hidden, behind the scenes world, is not meant for humans and Shadow has vivid visions about this journey.
Issue sixth brings back the pursuing forces of Mr. World and one of his agents Mr. Town. Mr. World is leading the opposing army of New Gods that is challenging the Old Gods lead by Mr. Wednesday. Each side of the god feud has been actively recruiting members and causing trouble, Mr. World is willing to use unorthodox methods to steer events for his favor. Mr. Town works for a group known as the Spooks that is controlled by Mr. World and is one of the mysterious men that have been traveling across the nation hunting for Shadow. Mr. Town and others captured Shadow and tortured him for information. It was only with the help of Shadow’s resurrected wife, Laura, could Shadow escape from the Spooks and left Mr. Town wanting revenge.
Mr. Wednesday reveals one of the many secrets that make him a powerful god, his ability to open a gateway into an alternate dimension. For Shadow, entering this dimension gives him an out of body experience. Instead of losing himself in visions that he’s had in the past, this dimension has a different sense of existence. It’s a cool idea of a world behind the world, and it’s a realm where ideas and thoughts are floating around. This dimension seems to change based on who enters it and effects people differently. While Shadow is never adjusted to his surroundings, Mr. Wednesday is right at home and even gets a costume change. With pursuers on their tail and allies to be made, Shadow and Mr. Wednesday march on to their next destination in next month’s issue.