Before Sly Cooper and the Thievius Raccoonus
Carmelita and Sly discuss the Firestone of India, and Carmelita finds out that Sly Cooper was responsible for the theft, prior to the events of the game, during the tutorial mission.
Episode 2: A Starry Eyed Encounter
In Episode 2, the explored area was Rajan's Palace, a luxurious, ancestral palace bought by Rajan to impress his hosts. Sly and the gang infiltrated the Palace in order to recover the Clockwerk Wings. Once they succeeded, Carmelita, who was working undercover to expose Rajan, revealed her disguise and started arresting people. Rajan fled his palace with his reputation ruined.
After these events, Sly and his gang take a short holiday to Bollywood, dancing with Bollywood stars (they had to put extra effort to fit Murray in), with Sly recollecting that it was worth it. However, Sly and the gang still had to hunt down the Clockwerk Heart from Rajan.
Episode 3: The Predator Awakes
In Episode 3, the gang tracked down Rajan on where he was hiding, all across India. The gang found out about Rajan's Spice Temple, an old temple that Rajan had converted into the center of his spice operation, located in the jungle. He used the restless Clockwerk Heart to increase spice production 10 fold. The jungle itself consisted of many vines and trees that proved extremely useful for Sly in terms of traversal. There was also a steady stream of water that led to a very deep waterfall.