The game distinguishes itself by adding an item invention system where the player can use seemingly useless objects to create new tools and weapons.

Cold War takes place in 1986 and follows the story of a freelance journalist named Matthew Carter who finds himself in the midst of an international conspiracy that aims to control the Soviet Union.

Twelve hours after arriving in Moscow in hopes of gathering material for a Pulitzer Prize winning story, he finds himself thrown into the KGB's political prison and framed for an attempted murder of the president.

Carter noticed this unknown device and decided to capture a fire extinguisher for testing, but the chemicals in the flash powder caused the object to explode, making him visible to the guards.

Using only recovered weapons and improvised gadgets, he must now evade or overcome elite Soviet forces and defeat the conspiracy before he is sent to a Siberian prison camp or killed.