There are 10 chapters in the game:
Chapter One: The Lost Village
After following Mayu, Mio finds herself in a dark wood and follows the path to a hill overlooking a village to which Mayu is gazing at. After reuniting, the two enter the village and follow the image of a woman into the Osaka house. After exploring the house, the two encounter the ghost of Miyako, who was murdered by the ghost of her dead loved one, Masumi. After defeating her, Mio is overcome with visions and passes out. When she awakens, Mayu is gone. She runs out to the front room of the house to find Mayu leaving. She yells to her and Mayu turns around and tells her that she must go, and leaves the house.
Chapter Two: Twin Shrine Maidens
After recovering from fighting Miyako, Mio searches for Mayu only to find her leaving the Osaka house when called. Mayu seems distant and leaves. Mio goes after her, after meeting Itsuki and unlocks the gate to the Whisper Bridge, finding herself in the Kurosawa House.
Chapter Three: The Repentance
Upon entering the Kurosawa House, Mio is locked in and begins exploring. After hearing a ghost muttering "The Kusabi is coming", before disappering, Mio has a vision of Mayu in the next hallway. After following her, Mio encounters the girl she saw earlier. However, Mio soon discovers that this girl is a ghost and not very friendly as she sets a demonic looking monster onto her. Mio soon discovers that this is the Kusabi and escapes. After fighting off the Kusabi's victims, Mio finds Mayu in a room with dolls and the twins attempt to escape.
Chapter Four: Forbidden Ritual
After reuniting, Mio and Mayu head back to the entrance but along the way, Mayu becomes delusional and starts speaking strangely; constantly referring to a ritual. After exploring a cell, Mayu becomes trapped after Mio exits the cell door. Mio promises to find the key to the cell door. Mayu speaks in a strange disorientated voice and asks "Are you leaving me again?". Mio brushes it off and heads to the exit.
Chapter Five: The Sacrifice
After escaping from the Kurosawa House, Mio soon goes to Itsuki and gets the keys location. After re-exploring the Osaka House, Mio finds the secret door to the basement and starts searching for the key. However at this time, Mio encounters the Mourner ghost and takes the key after beating him. However, Mayu is gone when Mio returns to the cell, and so once again Mio must track her down.
Chapter Six: The Remaining
Mio starts the chapter inside the Kiryu House. After tracking Mayu to the Tachibana House and finding out that there are two passages that connect the houses, she finds that the Earth Bridge is the only way to get into the other house. The Kiryu House is haunted by a pair of twins, one of them being a doll. Once Mio collects the necessary parts to unlock the Earth Bridge, she ends up in the underground passage. Sae makes an appearance and pursues her. After escaping into Itsuki's House (Tachibana House), Mio believes herself to be safe from Sae.
Chapter Seven: Sae
Mio is clearly proven wrong as Sae continues to pursue her relentlessly. After getting away from her, Mio spots Mayu walking down a hallway and calls out to her, only to be shocked when it turns out that Mayu and Sae are one. As Mayu walks towards Mio and passes through a shadow, Sae steps out with an insane smile, thus proving that Sae is playing mind games with Mio. After escaping much to Sae's begging not to, Mio unlocks the Heaven Bridge, goes through the Kiryu House and goes into the underground passage to retrieve her Camera Obscura. Mio re-enters Itsuki's House now that Sae is gone. After finding Mayu in Itsuki's room, Itsuki's young sister appears to confront her. After defeating Chitose Tachibana numerous times, Mio aquires the key to Itsuki's room and enters it only to find Mayu gone. Mio finds out how to leave the Lost Village, however Sae approaches down the hall towards Itsuki's room, but Mayu enters the room and hugs Mio, begging her not to leave her. After promising not to, the twins begin their trip to the secret shrine where the village exit is.
Chapter Eight: Half Moon
The twins reach The Old Tree after unsealing the entrance. As they enter the Shrine, Mayu collapses from exhaustion. Mio leaves Mayu to rest in the tree shrine while she tracks down the remaining crests. After discovering Itsuki is really dead, Mio finds out where the remaining crests are and unlocks the shrine exit.
Final Chapter: Crimson Butterfly
In the previous chapter, after unlocking the exit, Mio grabs Mayu and they prepare to leave the village. The chapter starts off with them outside the Old Tree. They reach the steps that lead up to the Kureha Shrine, but part the way up a group of villagers attempt to capture them. Mayu is caught and taken elsewhere. Mio goes after Mayu and returns to the Kurosawa House. Upon reaching the Rope Temple, Mio battles the head of the Kurosawa House and vanquishes him. After defeating him, Mio heads down an underground passageway that leads to the Hellish Abyss. Along the way, Mio gets a vision of Sae's failed sacrifice. After the vision ends, Mio fights and defeats the Kusabi and descends the stairs to the Hellish Abyss to find Mayu/Sae waiting for her.
Chapter Zero: Hellish Abyss
Depending on which difficulty the game is played, this chapter is unlocked while playing on Hard or Nightmare mode. Mio confronts Mayu at the Abyss, but refuses to listen to her. Realizing that her mind tricks are now useless, Sae attacks Mio, and the two fight until Mio sends Sae back into the Abyss, thus ridding Mayu of her control forever.