The story begins in a time around 1000 BC. A historian visits an imprisoned woman who is condemned to death for spreading blasphemy. He is soon writing her story. The book then switches to modern day as a troubled young man is called to the bed of his dying father. When he visits his father, the father talks in delirium about a missing brother and is clasping a few tattered scrolls. The man mistakes his father's speech as being literal and soon frees what he thinks is his brother. But it is The Bandy Man. From here the story takes on a very symbolic and esoteric nature, that even brings to life the 'Real Story' of creation.

The Bandy Man featured work from the original creative team of the X-Files comic book: writer Stefan Petrucha, artist Charles Adlard, and cover artist Miran Kim. DC Comics artist Jill Thompson contributed to the series as well. The story takes place in three different times in history with each artist handling the chores of their time period. Miran Kim's part took place in the time of creation and the early glimpses of Eden. Jill Thompson illustrated the events that took place in a pre-Christ Old Testament era while Charles Adlard handled the modern day.