Shadow Lady takes place in the fictional city of Gray City, around a girl named Aimi Komori. She leads an ordinary, unassuming life as a waitress in a cafe until a small oni (Demota) attacks her in an alley. Oddly, it brushes eyeshadow on her, transforming her into the daring, flirtatious cat burglar "Shadow Lady". To remain on Earth undetected, it takes a human form and they pass him off as her little brother.
Below are the characters found available on the site that cosplayers have depicted.