Mr. Anben: The Mysterious Anonymous Benefactor takes place from September to December in 1938, in Seattle and New York City. The story chronicles the friendship of three young girls from diverse backgrounds, brought together by the war in Europe and the Great Depression in the United States. They work together to uncover the secrets their teacher is keeping from them, and the identity of a "mysterious anonymous benefactor" who is helping two of them. While working together to solve the mysteries, they also help each other get through difficult times caused by the hardships of the wars abroad and the depression in the United States. While the three girls are from different backgrounds, they discover that they have more in common with each other despite their differences.