The sequel has a variety of changes, particularly in level design. The ultimate goal is to acquire Clockwerk parts, one or more of which can be found per “world”. Sly 2 features a health meter for characters such as Sly, Bentley and Murray, replacing the “charm system” of the first game. It also takes several attacks to defeat guards. Other changes include missions where the player controls Bentley or Murray, who have their own unique skills and are able to do much more than in the previous game. However, Sly remains the main character despite these changes to character roles. Skills can be unlocked by opening safes in each world, as the previous game allowed (collecting clue bottles), but skills may also be acquired by collecting coins and purchasing them from safehouses via Thiefnet.
In West Chester, Pennsylvania, Bam Margera, his wife Missy Margera, and friends get ready to celebrate Christmas. After destroying friend Brandon Novak’s new car (the first car that he ever owned), Bam realizes that he has to get Missy a special present: Santa Claus. When discussing how to find Santa, Bam states that he lives in Lapland, Finland and that the common misconception is that he lives in the North Pole. Disagreeing, he makes a bet with Mark The Bagger that he will find Santa and bring him back to West Chester as a present for Missy; if he cannot find Santa, Mark gets to go on a date with Missy. Novak also makes a side-bet with Bagger that he can sleep with more women in Finland than Bagger can in Pennsylvania, even with the help of friend Jimmy Pop.