Before The New Order, there was The Old Blood. While this prequel wasn't that great, at least it sure was interesting. Terror Billy's attempt on overthrowing the Nazis in an alternate WWII sounds very interesting at least. The game can get difficult at points, especially when defeating the beast at the end, but it is otherwise an enjoyable prequel for the most part. You should play this before The New Order. It's the law, I believe. Don't make me stab you in the back with a knife.
