The Agency studies and contains creatures that can not be allowed to roam free. Creatures that, according to common convention, do not exist. It keeps them locked away far from the world, ensuring that humanity can sleep soundly in their beds and remain blissfully unaware of the otherworld that bleeds into our own. These creatures, these cryptids, live their lives in concrete cells below secure facilities, their existence classified and their pleas for home ignored.
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Yes, it sounds outlandish. Ludicrous, even. But stranger things have happened, and I mean... well, you didn't think all the myths were fake, did you?