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The Department of Special Research (DSR) is a division of the National Security Agency that investigates in fields of study which departs significantly from mainstream or orthodox theories; often those relating to the work and prophecies of Milo Rambaldi.
Created during World War II, the DSR investigated the interest of Nazi Germany in the occult. After the war an executive order expanded the mandate of the DSR to include investigation into a myriad of "fringe sciences"(e.g. parapsychology, remote viewing) (The Prophecy).
The Chosen One
Doctor Carson Evans headed the team that investigated Sydney Bristow following the discovery of a Rambaldi manuscript which, on its 47th page, has a picture of a woman resembling Sydney and identified as "The Chosen One" (Page 47). The page contains a prophecy which states in part that the woman pictured "will render the greatest power unto utter desolation." The DSR administered a series of tests, including verifying that she has three physical anomalies mentioned by Rambaldi. With Sydney apparently confirmed as Rambaldi's Chosen One, the DSR took Sydney into custody. Aided by Jack Bristow, Eric Weiss and Michael Vaughn, Sydney escaped and traveled to Italy (The Prophecy). Another part of the prophecy states that the woman pictured "without pretense, will have had her effect, never having seen the beauty of my sky behind Mt. Subasio." Sydney climbed Mt. Subasio, thus apparently disproving that it refers to her (although this was later revealed to be untrue, as "my sky" meant something entirely different).
The DSR has a top secret storage facility in Nevada called Project Black Hole. Former Joint Task Force on Intelligence Director and FBI Assistant Director Kendall oversaw this division and was not part of the FBI at all (Full Disclosure). Marcus Dixon visited Project Black Hole as a pretext to facilitate Sydney's entry into the complex to steal a Rambaldi artifact (Taken).
The DSR was broken into a short while later, and all Rambaldi artefacts were stolen (The Descent). The break-in was orchestrated by Elena Derevko to obtain the artefacts she needed to implement her endgame, a genocidal "cleansing" predicted by Rambaldi known as "Il Diluvio"). The DSR sent a team to Sovogda, Russia, the site of Elena's endgame, but they were slaughtered by the infected (Search And Rescue).