Atlus made quite an interesting move by putting together their most popular Persona series with their classic dungeon crawler series, Etrian Odyssey.
So the story takes place after Persona 4 Golden. An ominous tower appears, the Persona characters somehow find themselves trapped in a place similar to Yasogami High. They meet Rei and Zen who claims to be in a similar situation. Together, they start exploring trying to find a way out. You have the choice to play as the Persona 4 or 3 gang, each having their own version of the dialogue of the story.