In this messed-up alternate world, the Nazis won World War II and proceeded to destroy much of the earth with bombs. They also created a plague that was designed to kill all the people who didn't agree with them. The plague was very deadly and killed much of the world's population ... except for the ones who had been born with magical superpowers. Those survivors went underground to form a new city.
Nova Terra - The City of Survivors
This is where the people with superpowers live together. Unfortunately, sometimes people go missing, and nobody is exactly sure where those people end up.
Each person has one magical superpower. When overpopulation becomes a problem, all the citizens go through a test to see whose powers are the strongest and whose are weakest. Those with the weakest powers get sent up to the surface world to try to survive on their own.
Secret Sketchy Sity - The Land of the Nazis
The Nazis were surprised when their plague didn't kill everybody it was supposed to, and now their goal is to determine why it didn't work. They've been kidnapping Nova Terra citizens and experimenting on them, so they're gaining more and more information about the magical superpowers. They're starting to hope that they can figure out how to use people with superpowers on their own team.
The Surface World
People in the underground cities don't know this, but there are still survivors on the wrecked surface world. They band together and function as teams to survive against all the odds.