Despair is the fourth chapter of The House of the Dead 2.
Everything's set. All we need to do is wait...Caleb Goldman[src]
After losing contact with partners Amy Crystal and Harry Harris, AMS agents James Taylor and Gary Stewart hurry through the underground passage to the Coliseum. After fighting various creatures, the duo reach the surface and enter the Coliseum, where Caleb Goldman greets them via a large monitor. He claims that he could care less if the AMS agents "try to get in [his] way or not", but time will tell who is right.
Goldman gives the agents a "present" in the form of Strength, a massive chainsaw-wielding creature, who emerges from a cage with Amy and an injured Harry inside. Goldman states that he looks forward to meeting the agents again before his monitor shuts off.
After defeating Strength, James and Gary return to Amy and Harry. Amy says she is alright, but before she can speak of Harry's condition, she is cut off by Gary. A wounded Harry gives James and Gary the keys to a car, which is parked in the city square and Goldman being on the top floor of the building at Point A0063. James and Gary head to Goldman's location.