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Nightmare of Nunnally features an alternate story to the Code Geass series with Nunnally as the protagonist. Needless to say, it is not connected to the television series' canon.

When she suddenly appears in the Shinjuku Ghetto, Nunnally, unable to walk or see, breaks down in tears and calls out for her missing brother. A strange doll-like being, Nemo, appears before her and offers a contract to obtain a Geass. Nunnally accepts and gains the ability to see "lines of the future" as well as a new body and a Knightmare Frame known as Mark Nemo.

Nunnally, with the ability to see and move again, effectively pilots the Mark Nemo against several enemy Sutherland Frames and furiously fights against after receiving a vision of Lelouch being attacked and possibly killed. Her success results in Clovis La Britannia sending out Jeremiah Gottwald, Villetta Nu, and his Sutherland group to intercept the unknown Knightmare Frame. Using her Geass, she manages to defeat the entire unit. Her attention turns to Clovis, who refuses to retreat, and is about to kill him when she recalls Lelouch's wish for a peaceful world and her eyes to open to see that world; she spares his life.

Nunnally awakes in her old body and prepares to dismiss recent events as a dream, but hears a voice that tells her it is not. A girl who calls herself Nunnally appears before her and declares that she will be Nunnally's Knight.

[edit] Geass

Nunnally, after receiving her Geass from Nemo, gains the ability to read "future lines", a power similar to precognition which allows her to know exactly what will happen before it occurs. During the battle against Jeremiah, Nunnally's Geass gave her the advantage of knowing what would happen on the battlefield and effectively counter any movements against her. Like Lelouch, a red, bird-like sigil lights up in Nunnally's left eye when the power is activated.