The girl has a mechanical body. However, she is still an adolescent child.
The Social Welfare Agency saves the lives of terminal patients using cybernetic implants. Then it teaches them to kill. After surviving the slaughter of her family, young Henrietta awakens to her new life at the Agency with a rebuilt body and no memory. Teamed with Jose, who is responsible for turning her into the perfect assassin, Henrietta’s been given a second chance—but at what cost?
While preparing to return to Italy, Jose and Hilshire go to an antique store in France to pick gifts for their partners, Henrietta and Triela. On the train home, Jose has a flashback to when he was assigned to the Balkans and had to leave his younger sister, Enrica, with his older brother, Jean. Back in Italy, Jose and Henrietta join Jean and his partner Rico, as well as Hilshire and Triela, as they chase a group of bombers after they conduct an attack. With aid from all parties, the bombers are captured. Later at the headquarters, Henrietta goes to Jose's room, and finds inside a kaleidoscope addressed to a "Louise Antoinette Rolle," whom Henrietta suspects is Giuseppe's lover. Heartbroken, Henrietta returns to her room, and voices this suspicion to her roommates, Claes and Triela. Claes recalls that the woman in question is the mistress of a nineteenth century author who commonly used the character "Henrietta" in his novels. Pleased, Henrietta joins Jose stargazing, while Claes remarks that the kaleidoscope is likely fake.
In a flashback, Pinocchio, a young child, commits his first murder under the auspices of his foster father Cristiano. In the present, he finishes an assassination for the Padania Republic Faction (PRF). The leaders of the PRF, including Cristiano, meet to plan a bombing on the Strait of Messina Bridge, and they enlist the aid of Franco and Franca, a pair of terrorist bombers, to destroy the bridge, with Pinocchio assisting them. Franca is surprised at Pinocchio's social awkwardness, especially when he fails to identify that her car is a Alfa Romeo Giulietta. Afterwards, Pinocchio tells Aurora, a girl living near him, to stay away from him. At the Section 2 headquarters, Hilshire and Marco observe Angelica, Marco's partner, and Rico, as Hilshire prepares to leave on a mission with Triela in Montalcino.
Hilshire and Triela are ordered on a mission to relocate a member of the Public Safety Division who has gone missing in his search for a Padanian assassin named Pinocchio. While investigating at a hotel in Montalcino, Triela stumbles upon a book titled "Pinocchio" and begins reading it, later throwing it onto the ground for a lack of a better story. The next day, Triela ends up finding a girl named Aurora who happens to know Pinocchio. Unbeknown to Aurora, Triela slips a mic into her lunch basket. A moment later, Aurora sneaks into Pinocchio's house and is captured by him, Franco and Franca, who then hold her hostage. Triela and Hilshire break in and Triela fights Pinocchio but is outwitted and defeated by him. Although Aurora is saved thanks to Hilshire's effort to release her from Franca's grip, the terrorists are able to escape. Triela becomes humiliated after being beaten.
Angelica is allowed to go on her first field mission since her earlier hospitalization (see Gunslinger Girl, episode 13). Together with Marco, her fratello, and Rico and Jean they head for Milan to get more information on the activities of the PRF and Pinocchio in particular. Olga and Priscilla have also headed to Milan to check up on how Angelica is doing and Marco drafts them into helping with the mission at hand. Trouble arises, when it appears that Angelica is suffering from an addiction to her conditioning pills, as she breaks Priscilla's arm due to the withdrawal symptoms she's suffering from. Priscilla manages to convince Marco not to tell Jean about what has occurred, and to let Angelica continue with the mission. Marco relents, and the team ends up capturing one of the Cleaners used by the PRF after a successful ambush by Angelica, Marco, and Rico. Angelica is initially disappointed in herself for failing to kill any of the terrorists (thanks to their bulletproof car), but Marco praises her for carrying out the mission correctly, thus making her rather giddy with joy as she and Rico talk about what just occurred.
A month after Angelica's successful return, she seems to be doing well-- Marco, however, still has doubts, and is upset by the fact she is becoming more and more different from the old Angelica; Triela, on the other hand, remains deeply depressed after her failure in the fight against Pinocchio. Priscilla, feeling sorry for Angelica, offers her a ride back from the firing range on her Vespa, and the two become much closer, despite Angelica's continued memory loss. Meanwhile, Marco's ex-girlfriend, Patricia, is approached by a reporter named Leonardo Conti, who claims to know a shadowy truth about the Social Welfare Agency, and wants Patricia to help him investigate it. Driven by concern for Marco and a growing distrust for the Italian government, Patricia agrees, but Leonardo turns out to be a PRF undercover agent and takes Patricia hostage. After Angelica kills Leonardo, Patricia demands to know why he's aiding the government in its "crimes", to which Marco responds that he didn't end up that way because he wanted to-- suggesting that he's still driven by his love for Angelica.
Section Two is asked to watch over an important politician, Chairwoman Isabella d'Angelo, whose agency is in charge of the Strait of Messina Bridge project; meanwhile, the PRF send Nino, the "Tibetan Terrier", one of their best kidnappers, to seize her. Henrietta and Rico quarrel after the latter breaks Henrietta's kaleidoscope, and Giuseppe must take it to be repaired, which he does at the very antiques shop in which Nino works as cover. Henrietta and Giuseppe are then assigned to guard Chairwoman d'Angelo, who debates the morality of using children as soldiers with Lorenzo. Giuseppe discovers a PRF agent on the Chairwoman's staff, and uses his information to set a trap for Nino's men-- meanwhile, said PRF agents decide to charge in despite the advice of Nino, who is making up his mind to retire-- he does so at the end, bidding a fond farewell to Franca. Henrietta, Giuseppe, and Rico easily foil the PRF's kidnapping attempt, and the Chairwoman is saved.
Flashbacks reveal that Franca (whose given name was Caterina) was the person who introduced Priscilla to Marco when they were both going to the University of Rome. She, Franco and Pinocchio are hiding out and recovering at her farm in Frascati after the escape from Section 2. Additional flashbacks reveal how, after her father dies in prison, Franca seeks out the bomber Franco to get revenge on the national government. Driving back from a meeting with her uncle, Franca stops to assist some stranded motorists, who instead turn out to be Section 1 agents. Franco and Pinocchio rescue her, killing all the agents in the process, and take her to a nearby hotel to recuperate. Section 2 arrives and sets off an anti-personnel mine left under one of the agent’s bodies, but Henrietta’s quick actions save everyone from fatal injury.
Claes has dreams of her time with Raballo, but can't seem to remember who he is, which distresses her. However, she keeps her emotional distress to herself, and continues to follow her daily routine of study, piano and gardening, as well as being examined by Section Two's science team. Jean, concerned about how much Claes recalls, has her watch a nature video that recalls the fishing trips she and her handler would take; this serves as something of a trigger for Claes, who goes wandering through the firing range, and seems to remember Raballo's name. At the end of the episode, she and a new cyborg, Beatrice, find a meteorite in Claes' herb garden, and the song Scarborough Fair is played as she reminisces over what she can remember of her mentor.
Giuseppe reunites with an old friend from the Italian military, with whom he reminisces on the past, and especially his sister Enrica, until a PRF terrorist detonates a bomb near their restaurant. After his capture by Beatrice and interrogation by Rico reveals a large supply of plastic explosive, supplied to the PRF through the military, Section Two is tasked with finding out the identity of the traitor. The trail eventually leads to Giuseppe's old acquaintance, who is killed in a raid by the Fratello, badly upsetting Giuseppe, and his superior, Colonel Garnier. Meanwhile, Henrietta is troubled both over feelings that she is being overly selfish with Giuseppe and his general depression. She and Rico assassinate the Colonel and his second-in-command at a performance of Tosca, and Giuseppe reaffirms his affection for Henrietta, gently pinching her on the cheek as he used to do with his sister.
Triela is still upset at her failure to defeat Pinocchio. Mario Bossi is testifying against the Mafia and Hillshire and Triela are sent to Naples to guard his teenage daughter, Maria Machiavelli. Maria chafes at the restrictions and tries to escape, being captured by Mafioso sent to capture her as leverage to prevent her father from testifying. Henrietta and Giuseppe rescue her, however. Triela undergoes Close Quarters Combat training at a Carabineri base. And a series of flashbacks also tells the story of how Hillshire and Rachelle Belleut met at Europol and while investigating a child torture/murder ring, rescued Triela at the cost of Rachelle’s life. It ends with Triela having one of her legs replaced and when she awakes, she notes that she dreamed of someone who was maybe her mother.
An assassin walks through a house, killing everyone he encounters. He calls Cristiano to report the successful completion of the job and he arrives to confirm it. As he leaves, Cristiano detects a false floor and in a room below they find a young boy - a boy who will become Pinocchio. Back in Frascati, Franco, Franca and Pinocchio rest and recuperate. Franca’s uncle calls, informing them that the police almost arrested him and will soon make a move to arrest Cristiano. They discuss plans to bomb the Strait of Messina Bridge. Section 2 is expecting them, however, and multiple fratelli are in position to guard the structure along with Army and Naval forces.
Back at the bridge, the fratelli are searching for Franco, Franca and Pinocchio. Henrietta discovers the three setting charges in the main support. She opens fire and a fire-fight ensues. They escape in a boat and Franco sets off the charges, though it is insufficient to drop the bridge. They return to the farm in Frascati and Triela returns to the house in Naples where she had her first fight with Pinocchio. Pinocchio goes to Cristiano’s house in Milan just prior to Section 2 launching their assault. They take out a gas station where some of Cristiano’s men are using as a guard house and then set up a road block to prevent anyone from escaping. In his house, Cristiano is planning his escape, but Section 2 arrives and launches their assault. Triela and Pinocchio face each other for the second time.
The "Pinocchio Arc" comes to a conclusion. Franco and Franca decide to come to the aid of Cristiano and Pinocchio. Triela and Pinocchio battle it out with guns and knives while Hillshire looks for Cristiano. Pinocchio shoots Triela with her own pistol and Cristiano is shot and then captured by Jean and Rico. Franco and Franca arrive to rescue Cristiano and make their escape by car. They reach the roadblock and Angelica shoots Franca. They fail to negotiate a bend in the road and crash into the Mediterranean. Triela finds Pinocchio and her training allows her to finally defeat him. In the aftermath of the battle, they dredge the car from the sea, but no bodies are found. All of the cyborgs are congratulated by their handlers for jobs well-done. Back at the compound, the girls settle back into their daily routine.
