Grimm is the master of the Grimm Troupe, a mysterious travelling circus. In truth, Grimm and his Troupe travel from the Nightmare Realm to wherever the Nightmare Lantern has been lit by acolytes. They gather Nightmare Flames from ruined lands to fuel the being 'enslaving' the Troupe, the Nightmare's Heart. Their ritual to feed the Nightmare's Heart consists of feeding first a Grimmchild with Nightmare Flames. They then slay the Nightmare King for it to be reborn anew through the Grimmchild.