The game takes place in the airborne city of Columbia, in 1912, where the player assumes the role of Booker DeWitt, a disgraced Pinkerton agent. Booker has been given the job of finding a woman named Elizabeth, who has been confined by a hulking beast called Songbird.

Following in the footsteps of previous BioShock games, the world ofInfinite explores the chaos that results when strong ideals are taken to the extreme. Here, the philosophical concept of "American Exceptionalism" is perverted into ultranationalism, religious fanaticism, and social Darwinism. The numbers of flags, patriotic music, and propaganda posters that promote the idea that Columbia is a 'haven' from the so-called 'unwanted' of the world.