In spirit of previous games by Swery65, The Missing takes place in a western setting with story themes, gameplay elements and references grounded in western culture, a style generally referred to as Americana.
The story follows a young girl named J.J. whose best friend has gone missing, and her search for her best friend, Emily, leads the heroine to a mysterious island. This island is one of mystery, and nightmares, as J.J. soon finds out that she is able to regenerate her body. She can lose every extremity, but still keep going with her severed head or light herself on fire to burn down a wooden barrier and still be able to regenerate her body fully. This ties into the characterization of the protagonist, as well as the gameplay. J.J. has to sacrifice, and endure the pain, of losing her limbs and being burned alive to save Emily, and it will generally serve as the key to the game's various platform puzzles.
The Missing is largely characterized by surreal imagery like a great deal of Swery's work but with a more grounded and dark tone and an element of body horror. The Missing has been praised by a significant number of members of the gaming press for it's strong and surprising LGBT+ themes.