Substories are optional side quests that provide additional narrative content, humor, and challenges. There are over 100 substories in Yakuza 5, spread across all five cities and accessible by each protagonist. They are typically marked on your mini-map with a question mark icon when you are near their starting location. Some substories require specific conditions to be met, such as having a certain item, reaching a particular chapter, or having a high enough friendship level with certain NPCs.

Completing substories often rewards you with experience points, money, unique items, and sometimes even new Heat Actions or combat techniques. Many substories involve helping distressed citizens, solving mysteries, or engaging in quirky mini-games. It's highly recommended to complete as many substories as possible, as they contribute significantly to character progression and provide a deeper understanding of the game's world and its inhabitants. Always check your map for new question marks as you progress through the main story.