About a year ago, XBLAZE Code: Embryo released for the PS3 and PS Vita. It was a visual novel that took place in the Blazblue universe. The story was set 150 years before those events however, so it's connection to the source material was tenuous at best. The true canonical ending did end on a cliffhanger, which is where Lost: Memories takes place. Well, it sort of does, as it's more of a fan-disc. But the content of the game is a bit lacking, and the conclusion to the storyline is lacking as well.