Red or Dead

A Distant Bright White Moon

When The Wind Blows

Even If We Are Apart

Hello, How Low?

In the Middle of Despair and Hope

The Key To a Riddle Is Another Riddle (1)

The Key To a Riddle Is Another Riddle (2)

The Key To a Riddle Is Another Riddle (3)

The Sound of Secret Minds

Tower of Demise

Scarlet Memories

A Distance Deeper than Despair

Minazuki

Volume 2 Afterword

I just wish that...

Darkness

The Door into Fear

The Jester

Key to the Fate 1

Key to the Fate 2

Key to the Fate 3

My heart opens itself to your voice

The Five Champions

Versus

Like a Curse, Like a Wish

Confession

Fall in the Light

Raison d'etre

I don't know what this feeling is.

Bonds

The Sundered Sky

Awaken

Set You Free

Departure

Epilogue

The story is a continuation of the events depicted in the game Persona 4 Arena and begins the day after it concludes. The Midnight Channel is back on the air and once again broadcasts a strange advertisement for another fighting tournament christened P-1 Climax, that shows members of the Investigation Team and the Shadow Operatives in combat. Just moments after this, Inaba is subject to a power outage and is engulfed by a bizarre red fog.
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(Source: Megami Tensei Wikia)