In the first episode of Asura Cryin', we meet Natsume Tomoharu, a boy who is beginning to live by himself so as to not be in the way of his mother and her new boyfriend. The strange thing about Tomoharu? He is followed everywhere by a female ghost named Misao.
Through a few scenes in the beginning of the episode, we learn that Tomoharu was in a plane crash. He met Misao in the hospital while recovering from his injuries. Fast forward three years, and he's moving into his house. Helping him move is a good friend of his, Higuchi, who is obsessed with supernatural phenomena, ghosts in particular.
A mysterious woman appears in his living room, claiming to be delivering something on behalf of Tomoharu's brother, who is traveling as an exchange student. Tomoharu is left with little choice but to accept the suitcase, and there's something strange about the woman: she can see Misao. That night, Tomoharu is attacked by someone who is after the suitcase (which she calls the Extractor, and Asura Machina), but she leaves as quickly as she appeared.
At school the next day, Tomoharu encounters someone who he thought was the girl he was attacked by the previous night. She denied his claims, and the color of her eyes seem to provide proof to this. Slightly before this, Higuchi reveals that the mysterious woman at Tomoharu's house the previous day was Kurosaki Shuri, deputy-president of the chemistry club. When classes are done, Tomoharu and Higuchi go to the chemistry club, where Tomoharu is asked to join, on the premises that his brother formed the club solely for him. Tomoharu simply asks for time to think about it.
That night, Tomoharu's house is the sight of a battle between three mysterious factions, two of which are after the "Extractor and Asura Machina". Shuri alone comprises the third faction, and it is her goal to get Tomoharu to open the suitcase. As the episode ends, he does just that, and a mysterious form begins to appear.