The adventurers have passed through a portal to an alien world seeking a fragment of a magical wand. This world is built on the inside of a giant torus, and teeming with strange creatures from across the multiverse. 

That's right, listeners, we're in Sigil, the city at the center of the planes! Sigil was created for the 2nd Edition AD&D Planescape campaign setting, and was the setting for the classic CRPG "Planescape: Torment". It's weird and twisted and more than a little disconcerting. 

If you haven't played Planescape: Torment, you really should! Beamdog has an "enhanced" edition available on Steam, GOG, Android, and iOS. You can also find the classic 2nd Edition Planescape books on dmsguild.com and drivethrurpg.com.