Despite the "3" in the title, this is actually the second game in the Gloom series, as there is no such game as Gloom 2. According to one of the people who worked on this game, the reason for the game being called "Gloom 3" was because he confused Gloom Deluxe for Gloom 2, even though Gloom Deluxe was actually an updated version of the first game, not a sequel.
