A new semester is about to begin, but Nagi is lazying around as usual. Hayate and Maria try to cheer her up without success until she gets impressed by a TV Show about aliens near Area 51 in Nevada, USA and wishes to get there to investigate. An opportunity arrives when she recieves a call from the U.S. Police asking her to retrieve some of her late father's belongings, but Maria states that she is forbidden to get there until Silver Week. Nagi flees from the mansion in anger just to find later that she had forgotten her cellphone and wallet and is unable to get back home. However she is found by Hayate and when he is approached by a small child, he finds that Nagi was kidnapped. Hayate gets on the girl's bike to pursue the kidnappers and rescues Nagi from them. Just then Hayate and Nagi return home, the girl appears before them once more, introducing herself as Ruri Tsugumi and claiming to be Nagi's little sister.
Hayate's personality has changed slightly since the earlier anime series, becoming more forceful with Nagi, even scalding her on occasion and putting up a greater, more serious argument when it comes to getting her out of bed. He also appears to be more competent and agressive than before, as he defeats the kidnappers without any comedic injury to himself.
Although only seen in an omake segement, Hatsuho Sagainomiya's personality has changed slightly as well. She is not as slow witted as previously seen, and even makes a jab at Isumi's "stupid questions". She also appears far more competent with technology, using a cell phone to post a message with ease.