The Guru (AKA: The Guru of the Stone), was a shaman who lived in the outback of Australia in Sly 3: Honor Among Thieves. After feeling massive guilt for the previous injuries endured by Bentley, Murray decided to leave the Cooper Gang and seek his "spiritual center". It was then that Murray met the Guru, and the Guru took Murray under his wing, teaching him inner peace and the art of "Dreamtime", an Australian magic used for the means of peace. The Guru also sent Murray all over the world as part of his training. One of the locations he sent Murray to, was Venice Italy, also the first level in Sly 3. Murray was told by the Guru to stay there until "the black water ran pure". Guru was referring to the water around venice that was polluted with tar. This pollution was caused by the Italian villian of Sly 3, Don Octavio.
After leaving Venice Italy and defeating Don Octavio, Murray and the Cooper Gang return to Australia to meet with the Guru. When they arrive they discover that miners around the Outback had captured and imprisoned the Guru, taking his Moon Stone away. Murray manages to sneak to where the Guru was being held, and tells the Guru he completed his task in Venice. He tells the Guru that he wants to rejoin the Cooper Gang, and he would like the Guru to join as well. The Guru ultimately agrees, as long as the gang helps him retrieve his Moon Stone. The Cooper Gang succeed, and the Guru becomes the first character to join the Cooper Gang.