Anarchy Reigns actually has two intertwining tales to follow. In single player mode, you pick either the "Black Side" or "White Side". Each side has a different lead character. Jack from Madworld is, of course, one of the protagonists. Leo the Cyborg is the other. The story unfolds from one perspective, so you’ll need to play both sides to unravel the complete story. Switching sides is as easy as returning to the main menu.
Leo and Jack cross paths in Anarchy Reigns. Take "The Wily Crocodile" for example, the name of mission 3 on the white side, Jack confronts Leo in a classic battle of speed versus brawn. The two characters barely know each other and meet for the first time only a little bit before Anarchy Reigns.