Somewhere in the city park, there is a circular anomaly. It's a tear in the fabric of reality, intentionally put there by men. But it wasn't any men in this universe, this sort of technology either doesn't exist, or is very rare. Men in another reality, another universe, are responsible.
As soon as Gary steps though, the portal closes. He has no way back to where he is from until he completes the mission, then agents will open portals and come retrieve him. The Romans used to burn their ships so as to make it so victory or death were the only options. Gary's employers operated on the same philosophy.
He took a look around. There was no sign of any world-ending monsters in sight. With a shrug he went off to find the nearest dive bar. It was possible he would die, so may as well have a few last drinks before then.