Yakuza Zombie opens with an introduction to a mysterious Yakuza graveyard deep in the forest, and a story of the baddest Yakuza of them all, Naruo Ryuuji (shown in cut scenes played by Ozawa Hitoshi). Naruo Ryuuji was a fearless killer who eventually got into heroin and, exactly like Ishimatsu Rikuo in Takashi Miike's Graveyard of Honor, eventually leaps to his death from the top of a prison, claiming he'll be back. I'm assuming this is a reference to real life crazy Yakuza Ishikawa Rikio, whom the original Graveyard of Honor was based on. It's established that the corpse of the fierce Yakuza Ryuuji is buried in the graveyard beneath a marker with the Japanese characters "Jingi" (Honor), and then we are taken to the modern day.
A socially awkward but very bright 15-year-old girl being raised by a single mom discovers that she is the princess of a small European country because of the recent death of her long-absent father, who, unknown to her, was the crown prince of Genovia.