The mission begins with Claude dropping round at Luigi's Sex Club 7 to find more work from Luigi. Luigi tells Claude about Joey Leone, who wants some 'action' from his favourite prostitute Misty. He tells Claude to go to her home in Hepburn Heights, before dropping her off at Joey's Garage in Trenton. Luigi informs Claude that this is his foot in the door, and to keep his eyes on the road and off Misty.
Claude then picks up Misty from her home in Hepburn Heights and drives her to Joey's Garage, where Joey tells Claude to drop by later for more work.
In order to complete the mission the player must:
- Get a vehicle
- Go pick up Misty
- Take Misty to Joey's
- The title might be a reference to the 1971 film Play Misty For Me, directed by and starring Clint Eastwood.