Here is the story behind Nests.
Back during the KoF 97 tournament, the secret Nest cartel managed to take a sample (or captured) Kyo in a weakened form after the Orochi battle in attempt to clone the best fighter in the world to fuel their ambitions for world domination.
In KoF 99, it was actually Nests that sponsored the tournament to gather the world's best fighters to use them to absorb their energy in order to deploy their army of Kyo clones. In this whole scene at the end of the game, K' is revealed as Krizalid's clone. The hero team is unable to defeat Krizalid, and they are all saved by the single contestants, Kyo and Iori. After being defeated, Krizalid is killed by a person with a "mysterious" voice, claiming that he was a pawn in the Nests cartel. After the battle, K' and Maxima are continually being hunted by the Ikari warriors, because they are wanted for questioning, since they are claimed to have been involved with the Nests.
KoF2K is once again headed by Heidern, along with Ling, another mercenary agent closely associated with the Ikari warriors. Ling and Heidern decide to host the KoF 2000 tournament in attempt to lure out the Nests cartel, and hunt down the former Nest agents, K' and Maxima. The tournament will be under their watchful eye.
Eventually, the hero team with K' and Maxima end up in the final area where they encounter Zero (who has taken the form of Ling using the Nests cloning technologies), and Heidern is subdued by the Nests agents. Zero then intends to use the Zero cannon. The battle continues with the KoF entrants that were also summoned to the final arena (and outside of the arena). K' does the deed of defeating Zero with his full power fire blast, after which he realizes that his power is now controlled (meaning he doesn't need that glove anymore).
However, Zero tries to unleash the power of the Zero cannon (which doesn't work because it is reprogrammed by Kula). Zero is then subdued by two mysterious women who claim that he has failed also. One of the women signals Kula to fire the cannon at Zero's position to kill him.
As the KoF entrants try to escape, they encounter Kyo and Iori who say that they will go in and finish off the rest of the Nests agents.
Then the Zero cannon unleashes its power on Southtown, destroying it. Thus, ending the Nests cartel.
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We don't have to think to survive, so nobody listens...
