There was a legend that said Sayo was once in the possession of a rounin from Nissaka (日坂), which is now called Kakegawa-shi of the Shizuoka prefecture. When his wife died of illness and left him with their son, he decided to part with his beloved tantou. So he headed to Kanaya (金谷宿). But he had to go past the pass called Sayo no Nakayama (小夜の中山 or 佐夜の中山) in Toukaidou (東海道). It was known to be a dangerous area due to the amount of robbers lurking about. The rounin was killed at the top of the pass and the blade was stolen.
An alternate version of the story of Sayo's name has the mother go to town to sell the tantou instead. Sayo's enormous hat resembles a type of wide-brimmed straw hat commonly worn by travelling women at the time, so it is speculated that his hat may be a nod to the ill-fated mother.
When the orphan had grown up, he was told by local inspectors about what happened to his father. He swore revenge upon the man, but his only clue was the tantou blade. He headed to the west of Nissaka and took an apprenticeship under a sword polisher in Kakegawa. 15 to 16 years later, a man came into the shop and asked for his blade to be polished. The orphan removed the hilt to find the signature “Chikushuu-juu - Sa” (築州住・左) on the front and the back of the tang. It was the signature of his father’s lost sword. When the customer came back, the orphan used the sword and thrust it through his stomach.
Hearing this, Yamauchi Kazutoyo (山内一豊), the lord of Kakegawa Castle, appointed this orphan as his retainer. This tantou was then presented to Yamauchi Kazutoyo as a gift by the orphan, most likely as an act of gratitude. As time passed, this tantou was then given to Fujitaka/Yuusai Hosokawa, of who desperately desired this tantou. Later on, Sayo was passed along to Tadaoki Hosokawa, of who also possess the sword Kasen Kanesada. Sadly, Tadaoki's land hit a famine, and his people began to starve. In a desperate attempt to feed them, he sold Sayo Samonji.
From this point on, Sayo was passed along to many different owners, but as of today he now belongs to a private collection.
Sayo is always eager to fulfill his master’s wish, and since revenge was the passionate desire of his previous owner, he was led to believe that you, as the saniwa, would find happiness in that as well. He even urges you to put him to use in revenge, asking you about who he should kill next, saying that it is his mission in life. However, none of it is what he as the soul of the sword, really wishes for. He only tells himself that he needs to help his owner with revenge because he wishes for happiness for his master.
Sayo is the most confused and broken boy among all the tantous because he is the only one who suffered through poverty and was used for bloody revenge killing.
Most of the tantous in-game were never used for combat, as they are mostly omamori-gatanas for self-defense, holding more symbolic meaning as a prayer talisman to keep their owners safe, and showered with love. Even for samurais, tantous were a last resort in fighting, only one was confirmed to be used to commit seppuku (Imanotsurugi). The swords in the game are all shaped by their owners one way or another, and Sayo’s previous owner’s wish for revenge left a deep scar in him.
Fujitaka/Yuusai Hosokawa ( 細川藤孝/ 細川幽斎) was the one to give Sayo the name "Sayo Samonji". Hearing the tale about how a former owner of this tantou was killed on the pass "Sayo no Nakayama", he was reminded of this line from a poem of Saigyou Houshi's (西行 法師): (年たけてまた越ゆべしと思ひきや命なりけり小夜の中山 - "When I was young I thought about crossing this mountain (Sayo no Nakayama) again when I'm old, it's because I'm still alive at this age now that I'm able to do so.").
Some fanarts depict Sayo and Kasen Kanesada together. This is most likely due to Sayo being in possession of the Hosokawa family, the same family in which Kasen has resided in. In fact, Sayo may have been in the possession of Tadaoki Hosokawa, Kasen's former master.