Taken from Wikipedia.org:

The game begins in Upper Sandusky, Ohio, in 1936 and is presented in the manner of a science fiction serial of that time. The Leather Goddesses of Phobos are just finalizing their plans for the invasion of Earth. The player's character has been abducted by the Leather Goddesses for the final testing of the plan which will enslave all of humanity. Unless this nefarious plan is stopped, the Earth will be turned into these twisted vixens' pleasure dome. Despite the player's possible motives, this outcome is considered unfavorable.

Leather_Goddesses_of_Phobos#Plot