The game has several levels based on New York City locales that players visit multiple times. A subway system allows the player to move between areas. While the main plot is primarily linear, requiring the player to visit each area in a certain order, the player can undertake side missions by speaking with non-player characters that wander the subway stations. Completing sub-missions earns the player a "collectible" phone number which can then be used at any phone to unlock additional game media; collectibles can also be found scattered throughout the level. The Otherworld levels feature collectibles in the form of unposted postal mail that the player can deliver when back in New York City in order to unlock the content.