"Zorya Vechernyaya is doing shopping," she said. "She will be soon back." "We met her downstairs," said Shadow. "She says she tells fortunes." "Yes," said her sister. "In the twilight, that is the time for lies. I do not tell good lies, so I am a poor fortune-teller. And our sister, Zorya Polunochnaya, she can tell no lies at all."
Shadow and Wednesday arrive in Chicago and meet Zorya Vechernyaya, a Russian Slav, outside her brownstone. She tells Shadow about his name that "when the shadows are long, that is my time. And you are the long shadow." She is on her way to buy groceries and Mr. Wednesday gives her an additional $40 to help feed him and Shadow. Mr. Wednesday and Shadow proceed to the apartment where Czernobog answers the door. Zorya Utrennyaya sends them into the sitting room while she gets them coffee. Zorya Utrennyaya returns with their coffee and Shadow excuses himself to the bathroom. When he returns, Czernobog tells Shadow to play him a game of Checkers.
Zorya Utrennyaya and Zorya Vechernyaya serve up dinner and then tell Mr. Wednesday and Shadow they can stay in their home. Mr. Wednesday pays Zorya Vechernyaya $45 for them to spend the night. Shadow sleeps on the couch in the sitting room and has nightmares of explosions and dying. He wakes up to see the third sister, Zorya Polunochnaya, awake and standing at the window, star-gazing. She invites Shadow to join her on the roof and he follows her out to the fire escape and up to the roof. She tells Shadow that he was given protection once before but gave it away. She will give him protection again but it won't be as strong as before and tells him to take the moon out of the sky. He doesn't understand so she does it for him and seems to pluck the moon from the sky and gives to him a silver dollar, telling him to keep this one. The next morning, Shadow wakes up to realize there is no fire escape outside the window, yet in his pocket is the silver dollar.
Shadow and Mr. Wednesday leave Czernobog's brownstone, saying goodbye to Zorya Utrennyaya. Shadow starts to do coin tricks with the coin Zorya Polunochnaya gave to him and drops it. Wednesday picks it up and gives it back to him, telling him to not be so "careless with people's gifts."
When Shadow is locked up by the Spookshow, he dreams of his mother dying while trying to tell him something important. He briefly wakes before falling back asleep, clutching his Liberty dollar. He dreams of the coin, Zorya Polunochnaya, and the moon as he rides a silver beam up to the heavens and away from the pain.
Shadow arrives in Chicago and is greeted at the brownstone by Zorya Utrennyaya who promptly tries to get him to leave again, telling him that he doesn't want to see Czernobog. They're in the middle of spring cleaning and Shadow helps Zorya Vechernyaya turn a mattress in Bielebog's room. They keep trying to get him to leave but he sits and waits for Czernobog to come back.
Shadow and Wednesday arrive at an apartment in Chicago. Zorya Vechernyaya tells Wednesday that Czernobog, who is currently in a field killing a cow with a bolt pistol, will not be happy to see them. She brings them into the apartment and Wednesday presents her with the vodka, romance novels, and binoculars that Shadow picked up from the store. Zorya Vechernyaya downs the entire bottle of vodka before calling for Zorya Utrennyaya to come to the kitchen. She explains that their other sister, Zorya Polunochnaya, is asleep. Wednesday passes Zorya Utrennyaya the books and sets the binoculars down in front of Zorya Polunochnaya's door.
Zorya Utrennyaya makes coffee for Wednesday and Shadow and Zorya Vechernyaya offers to read Shadow's fortune. Shadow heads for the bathroom just as Czernobog returns home. He is not pleased to see Wednesday and throws a lamp at him. Wednesday offers him the cigarettes and herb Havarti but Czernobog still wants him to leave. Zorya Vechernyaya tells Czernobog she already invited them to dinner.
Shadow offers to help with the cooking but Zorya Vechernyaya refuses. She tells him they are all relatives who came over together a long time ago and that family is people you stick with even when you don't like them. Shadow gives Zorya Utrennyaya his empty coffee cup and Zorya Utrennyaya turns it upside down to read the coffee grinds. She whispers with Zorya Vechernyaya who lies to Shadow that he will have a happy life with many children. Shadow asks if there is any good news and she replies that his mother died of cancer but he won't.
From the living room, Czernobog becomes upset with Wednesday and raising his voice. Zorya Utrennyaya hurries in to shush him so he doesn't wake up Zorya Polunochnaya. Wednesday is trying to get Czernobog to come to the meeting because everyone else will be there and will think Czernobog is weak if he doesn't show. Czernobog tells Wednesday he wants his brother, Bielebog, not him.
They sit down to a terrible dinner of tough meat and soft potatoes, which Wednesday enthusiastically enjoys. Czernobog asks Shadow if he is Black. Where he is from, everyone is the same color so everyone fights over shades. Bielebog has light hair where Czernobog has black hair so everyone thought Bielebog was the good one and it turned Czernobog into the bad one. They are both gray now so there is no longer a way to tell who is light and who is dark.
Czernobog shares how they first arrived in New York and it wasn't so bad but then they came to Chicago and it's not so great. He had to get a job in the slaughterhouse and became a "knocker" on the killing floor. Zorya Vechernyaya opposes him telling cow killing stories at dinner but he continues anyway. He explains how it takes strength and skill to artfully kill a cow properly with a sledgehammer. If not done properly, the cow becomes angry and angry meat tastes bad. He complains about the ease of the bolt gun that makes it so anyone can kill cows now. He asks Shadow if he plays checkers and invites him to a checkers game after dinner and Shadow agrees.
Shadow awakens in the middle of the night in Czernobog's and the Zoryas' apartment. He discovers the living room window open and climbs out onto the fire-escape and up to the roof. Zorya Polunochnaya is star-gazing, keeping watch over Odin's Wain and the Great Bear. She explains to him that she and her sisters monitor the sky day and night to make sure the "bad thing chained up in those stars" does not escape and eat up everything. She reads Shadow's palm and says he has nothing because he believes in nothing. She asks if he sold his head to Czernobog and tells him she can help him in exchange for a kiss. They kiss and she proceeds to tell him to "take the moon." He doesn't understand what she means so she does it for him and plucks it out of the night sky. She gives it to him, telling him it is protection but not as strong as the sun protection he was given once before. She tells him to wake up.
Mr. Wednesday enters Zorya Vechernyaya's bedroom where she is getting ready for bed. He comments on how she has learned to live with less but she is deserving of better. He pours his coffee grounds onto his saucer and asks her to read his fortune. She tells him that whatever he is trying to do, he will lose. They go outside for a walk in the night and Zorya Vechernyaya warns Wednesday that what he is doing will kill him this time. He gives her a kiss to remind her of when they were young. Zorya Vechernyaya pulls away just as it starts raining and asks him angrily what he has done. Wednesday responds with "war."
The Zorya, also called Zoria or Zaria (The Auroras) are Slavic mythological beings.
They were originally described as two beautiful virgins, the servants and daughters of Dažbog or Dajbog, the god of the Sun, tasked with opening and closing the gate of their father's celestial palace, allowing him to travel through the sky. As a result, they were the embodiment of Dawn and Dusk. 
A later myth describes the Zorya as rather three "little sisters", the Evening, Midnight and Morning Auroras, tasked with guarding Simargl, a winged lion or dog, trapped in the Ursa Minor (Little Bear) constellation by an iron chain attached to the star Polaris. This task was of cosmic importance, for if Simargl ended up freeing himself, it would cause the end of the world.
The Zorya were later confused with the Zvezda, two sisters, also servants of Dajbog, who embodied the morning and evening stars. Like the Zoria, they were tasked with opening and closing the gates of the celestial palace for the Sun, but they also attended to Dajbog's white horses. 
Neil Gaiman associated the Zorya sisters with the neopagan archetype of the “TripleGoddess”, having the three Zorya represent the Maiden, the Mother and the Crone. Neil Gaiman also chose to make the Zorya sisters similar to fate-related goddesses trios, such as the Nordic Norns or the Greek Moirai, by making the Zorya fortune-tellers able to predict the future.