A policeman tries to protect a young woman against a hit man, when she flees New York after witnessing a mob killing. Dangerous Mission
When Vincent gets a free moment (or when he's not working for Reeve) he spends a lot of time in Lucrecia's cave. He talks to her sometimes, listening to her apology but doesn't understand quite what it means. As the game progresses, he learns that it was Lucrecia who gave him Chaos, the being he's desperately trying to control. He also meets Shelke the Transparent, a Deepground Soldier, that has Lucrecia's memories. Shelke becomes tied to him after making a promise with her older sister, Shalua, that he will look after her. And it is Lucrecia through Shelke that helps to return the proto-materia to Vincent allowing him control of Chaos once more. Dirge of Cerberus puts Chaos on fighting for the good guys for once and he and Vincent save the world. Vincent comes to terms with his past and is able to let Lucrecia go, he forgives her, and he seems to be a lighter man than he was before. This is apparent, also, in the way the game is designed as it features lots of dark backgrounds and scenery. But when Vincent steps out of Lucrecia's cave at the end, the sun is shining and he smiles. Rather, I think that this helps him to finally move on with his life. I believe he will always be reclusive, as I think being quiet was just part of his nature.
As a side note, I do not support either with Vincent. First, I feel Lucrecia is extremly selfish having pushed Vincent away without explanation. Even when she tried to help him, I felt it was more justified for herself so she "didn't mess up anymore" because she constantly kept apologizing (which says to me she knew she did something wrong). Second, although Shelke has Lucrecia's memories, she is not Lucrecia. She looks nothing like her, nor does she share her brilliance. There was more to Lucrecia than just the memories they shared. That said, I will leave it at that.
Lucrecia Crescent
It is in Dirge of Cerberus that we learn about Chaos and how Lucrecia and Grimoire Valentine (Vincent's father) found it. As a young, passionate, female scientist Lucrecia was happy to work with Grimoire as he took her seriously. She wanted to prove how right she was and in doing so caused Griomoire's death. For this reason, she later distanced herself from Vincent. This is what caused a great strain on their relationship, the reason that she eventually pushed him away and pursued Hojo.
This doesn't change the fact that Lucrecia holds a very special place in Vincent's heart. He refers to her as the person he respected and loved the most, stating that being unable to save her from facing the worst is his sin. Vincent is ultimatley denied in his love for Lucrecia. Although he tried to save her, he was unsuccessful. He counts these few actions as his sin, his inability to save her as something he must live with for the rest of his life. But it's odd for me. Because he confronted Hojo. He went to Hojo and tried to talk to him. He tried and that was something, although unfruitful. Maybe more than "not doing anytihng" he blames himself for being ineffective. I doubt that he could have done anything to stop Hojo's experiment short of killing him. That would have, in my opinion, been the best option.
I feel that much of her motivation was guilt based. In fact, we get to see how stubborn Lucrecia was as she constantly worked hard to "prove herself" to those around her. I just wish she had seen that she never needed to prove anything to Vincent because he genuinely adored her. Her guilt over his father's death, on the other hand, pushed her away. I don't know if she didn't want Vincent to get hurt or if she thought he'd hold her responsible, but, I get the idea that if she had talked to him about it, a lot of heartache would have been saved. In fact, her interference with Vincent and Hojo is heavily hinted to be what caused all of Vincent's heartache. Without Chaos (her experiment, whether first or second) it seems that Vincent would have died from Hojo's experiment.
Shelke Rui
Shelke is a nineteen year old with the body of a ten year old after teh experiments of Deepground. She holds Lucrecia Crescent's memories and serves as the games leading lady alongside of Lucrecia. She is thrown into Vincent's care after he sister asks him to take care of her. At the start she is an emotionless little girl who has only known Deepground. She holds no attachments, but later becomes quite attached to Vincent because of Lucrecia's memories. I believe that Vincent can't let things be, he's spent too much of his life trying to protect things. So I think that protecting Shelke (especially once he knows that she has Lucrecia's memories) becomes extremely important for him. I feel that her knowledge of his past gives him some justification, but the truth is she is not Lucrecia and she never will be. I think he probably feels relieved that someone knows his past, it takes away his need to be secretive and mysterious. It forces him to be more honest and opened. I feel that he gained a sister or someone to protect.