Designed and created by Roger Bacon, the Bacon Jet is run on water as mentioned by Bacon himself. In fact one bucket of water is all that is needed to be capable for traveling up to 3,000 kilometers. The Bacon Jet is capable of Vertical take off and landing, it is used to transport Yuri & co to to various destinations, such as Russia, and various places in Europe and Japan.
The first appearance of the Bacon Jet is in Shadow Hearts: Covenant, when the team travels to Petrograd Russia in search of the leader of Sapientes Gladio, Grigori Rasputin. It turns out to be a very unnerving ride due to the fact that Roger is a very reckless pilot and isn't so good at landings.