The Alloy of Law and Shadows of Self are part of the Mistborn world, set after the action of the trilogy, in a period corresponding to late 19th-century America. The Bands of Mourning continues the story.
The Bands of Mourning are the mythical metalminds owned by the Lord Ruler, said to grant anyone who wears them the powers that the Lord Ruler had at his command. Hardly anyone thinks they really exist. A kandra researcher has returned to Elendel with images that seem to depict the Bands, as well as writings in a language that no one can read.
Waxillium Ladrian is recruited to travel south to the city of New Seran to investigate. Along the way he discovers hints that point to the true goals of his uncle Edwarn and the shadowy organization known as The Set.