Rebelscum has a dio story section, but they call them “Photonovels”. Instead of word balloons the dialogue is posted underneath each pic, though a few people do use word balloons. They’re not nearly as good as most dio stories though, for some reason not many people spend much time making sets or custom figures, they just “use their imagination” and pretend that that Luke figure isn’t actually Luke. Meh, I’ve been spoiled by the Joe community.

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