You play as Cold War protagonist Matthew Carter, an American journalist who gets caught up in a web of deceit and conspiracy while chasing a story in Russia in 1986. The KGB has set a trap for him, using a camera with an X-ray weapon to frame him as a CIA assassin intent on killing General Secretary Mikhail Gorbachev. Your goal is to escape the Lubyanka prison with the help of Grushkov, the head of the Presidential Guard.
The gameplay in Cold War focuses on stealth, requiring you to use your wits and gadgets to evade detection while taking out enemies only when necessary. As a journalist, Matthew isn't a skilled fighter, so it's essential to be cautious and strategic in your approach. You can craft useful items from scavenged parts, such as gas grenades or anesthesia ammunition, to aid in your escape.