It is Today in Tokyo, Japan.
The walls between the worlds have grown progressively thinner, and magic and demons have become commonplace. The old stories -- the bakemono, the kami, the yurei -- have proven themselves to be true, and growing truer by the day. Things have only recently come to this, but the roots lay back far further than any living memory.
When the gods still roamed the earth and the magic of the world was ever-present, the balance of the cycle of life was paramount. The gods themselves, inherently neutral beings who supported the pillar of the world's existence, cared more about maintaining and securing the balance than of focusing on man's constructs of good and evil. However, for every harmless natural spirit there was an equal and separate destructive force that sought to overthrow the balance and tear all the world down into the Thousand Hells.
In order to affect the mortal world, the four gods each fractured their power in seven, the holy number, and sent those powers to mingle amongst the mortals and guide them to balance. Unfortunately, mixing the blood of gods with that of mortals meant that often the holy warriors had their own mortal human failings; regardless, it was that mortal attachment that allowed them to connect with and take interest in the world. Using a priestess -- a wholly mortal girl specially attuned to the god -- as a focus, the god could affect a greater change than it might otherwise with only its own powers on which to call.
However, a world full of magic strengthened the dark powers as well as the gods-who-were; when it became clear that the balance was suffering, the gods sealed themselves away from the mortal world into a world of their own devising, leaving only a single pathway -- a magic book -- to connect the two. This allowed them to keep themselves and their powers separate, but still remain in contact with the world should they be needed. A world entirely without magic balanced far more perfectly with the gods' realm than the individual parts of each did with each other.
Unfortunately, the world remembers what it was, and has over the countless years since this division slowly drawn the world of magic back to itself. Now the walls between the worlds have thinned, and the locus of the separation -- Tokyo, Japan, where all ley lines connect -- was the first to show signs of the leaking magic; now, several years later, the old ways are common there and continue their spread across the rest of the world. The four gods, in desperation to save the world, have spun forth their celestial warriors to combat the demons of chaos trying to batter down the division between the worlds and consume all life.
There are some who prefer the status quo of separate worlds: those who have no magic of their own, for example, and want to remain in a world where no magic can threaten them. There are others who feel that since the worlds began as one, they should be returned to their natural state. There are still others who seek only to side with the victors in whatever world remains.
Which world do you want to build?