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Four years after the defeat of the Enchantress,[a] the Joker breaks up with Harley Quinn, throwing her out on the Gotham City streets. She is taken in by Doc, the owner of a Taiwanese restaurant, and recovers from her relationship by cutting her hair, adopting a spotted hyena, and taking up roller derby.

Harley gets drunk at a nightclub owned by ruthless crime lord Roman Sionis, and cripples his driver after he insults her. She meets burlesque singer Dinah Lance, who later rescues an intoxicated Harley from an attempted abduction. Impressed by Dinah's fighting skills, Sionis appoints her as his new driver.

The next night, Harley gets drunk again, and overhearing some of her drinking buddies debating over whether she has actually broken up with the Joker, blows up the Ace Chemicals plant to publicly announce their breakup. When everyone finds out she is not under the Joker's protection anymore, Harley starts getting attacked by every criminal that had previously held a grudge against her.

Meanwhile, GCPD Detective Renee Montoya investigates a series of mob killings carried out by a crossbow-wielding vigilante. She tries to recruit Dinah as an informant, but she rejects the offer, as the GCPD wasn't there to prevent her mother's death.

Sionis sends Dinah and his sadistic right-hand-man Victor Zsasz to retrieve a diamond embedded with the account numbers to the fortune of the Bertinelli crime family, who were massacred years ago. Young pickpocket Cassandra "Cass" Cain steals the diamond from Zsasz and swallows it after she is arrested.

Harley, fleeing from Montoya and several others, is captured by Sionis' men. Sionis sends Harley to recover the diamond for him, under the threat of death, and also places a bounty on Cassandra. Breaking into the GCPD with a grenade gun filled with paint and sparkle bullets, Harley frees Cassandra and the pair escape.