Sin and Dementia are both henchwomen of Nekron, the game's primary antagonist. Sin is a mandatory boss fight in the single player mode, whereas Dementia, along with all of Nekron's other servants, is hidden. Both characters are playable via secret codes at the character-select screen.
Sin's sprite uses Mirage sprite as a base for the body. Dementia's sprite uses Tempest's sprite as a base for her body.