Concept Art of the Cocoon from Birth of Shin Megami Tensei IV.
The Cocoon (繭, Mayu)? is a vessel found in Shin Megami Tensei IV.
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It was an ark built by the Angels in Shinjuku's National Park more than 25 years ago, where they took the kidnapped children across Tokyo who were chosen for the "new millennium". The inside resembles a beehive. It left for the sky before the ceiling was created 25 years ago and eventually landed in an area of land that would come to be known as Shene Duque. The Cocoon disappeared afterwards and none of the people of the Eastern Kingdom of Mikado knew what became of it. The Cocoon returns during the time when the prentice Samurai are trying to hunt down Yuriko and learned of the "true evil" found in Tayama's territory in Reverse Hills, and it is from here that the new leaders of Mikado rule: Heralds Michael, Raphael, Gabriel, and Uriel.
In Blasted Tokyo, the Cocoon was able to head into the sky before God's Wrath descended upon the world; a large group of Cocoons return at the end of the DLC involving the battle against Ancient of Days, carrying God's Chosen to restart Earth in a new Genesis. In Infernal Tokyo, the Cocoon was unable to leave as the then-still human Kenji and his comrades killed the Angels. However, it took too long for them to dig into the Cocoon to rescue the children and by the time they had gotten them out, the children had all died. The Cocoon still remains in Shinjuku National Park where it was built.
Shinjuku National Park's Cocoon
In the Tokyo under the Firmament, only the Cocoon's scaffolding remains in Shinjuku National Park. The DLC battles against Uriel and Raphael take place before it, and the battles against Gabriel and Michael take place in the past Shene Duque's Cocoon.