The 4th game is without a shadow of a doubt the most polarizing in the entire series. This game was made by a different company than the original trilogy, and the game split the fanbase with some believing the game was still a fun experience, and others saying that the game shouldn’t even be canon to the rest of the games. Setting fan perception aside, the game picks up some time after the events of the 3rd. Bentley comes to Sly who has been living life in his relationship with Carmelita after faking amnesia. Bentley tells Sly that Penelope has disappeared, and that pages of the Thievius Raccoonus are beginning to vanish off the pages. They decided to use the time machine freshly built by Bentley and Penelope to go back in time to see what’s going on with his ancestors.
Their first stop was to save Rioichi Cooper in Feudal Japan, who had been framed of giving the Shogun bad sushi. The gang would help Rioichi defeat El Jefe, but Sly couldn’t get back his cane in time before being jumped by rat henchmen of the man responsible for all of this. They drop a sheriff badge from the wild west, and when they reach out to Dimitri (who they tasked with keeping up with the Thievius Raccoonus in the present), he confirms their suspicion that Tennessee Kid Cooper need their help next. While in the wild west they find out that Carmelita is also their captured. After freeing her, she informs them that the man behind all of this is Cyrille Le Paradox, who was the owner of the museum that Sly had Bentley stole the dagger to get to Japan from, and a place Sly already had his eyes on because of it’s owner’s shady history. After helping Tennessee Kid take down Toothpick, they again failed to retrieve the cane and had to make a quick time travel change after the van fell off a cliff chasing the speeding train. This time they were in prehistoric times, where they found who they believed to be the very first member of the Cooper Clan. Since they couldn’t understand him Sly gave him the name Bob, who they helped get back into shape and take down the Grizz but still however lost his cane. The gang’s next stop was medieval England where Sir Galleth Cooper had been reduced to a jester thanks to a villain known as the Black Knight. To the shock of everyone, especially Bentley, the Black Knight turned out to be the missing Penelope. She had betrayed the Cooper Gang and wanted Bentley to join her, but essentially claimed he was too soft. After originally having to go battle without their strategist due to Bentley being inconsolable, the Black Knight mech of Penelope had the gang on the ropes before Bentley would show up in a mech of his own to defeat her. However, due to Sir Galleth’s foolish rush into battle they lost his cane as well. The final ancestor they must help is an older Salim Al-Kupar who is on the verge of retirement. Despite helping him defeat Miss Decibel, Le Paradox had come into possession of Salim’s cane and kidnapped Carmelita before going back to the present.
The gang would give chase and Sly would get captured while sneaking onto his blimp. Here it’s finally said that Le Paradox’s scheme is to erase the Cooper Clan and replace their lineage with one of his own. Thankfully, while Sly was sneaking onto the blimp Bentley and Murray were bringing each of the ancestors along the way to the present so that they could help them and get back their canes. After all of that is said and done, Sly was able to defeat Le Paradox in a showdown and save his Cooper Clan ancestry. However, it didn’t come without a cost as Bentley, Murray, and Carmelita couldn’t find Sly even weeks after the incident. It was revealed in a secret cutscene that Sly had somehow ended up in Ancient Egypt, and due to no other games being released since, the Sly Cooper series has been left on a major cliff hanger.