The Pee Wees are taking a train ride, going to a museum, and staying overnight in a big, fancy hotel with a swimming pool. Molly is excited until she learns that her parents are going too, and things get even worse when the train leaves without the Pee Wees. They make it to the big city, then a valuable display is missing from the museum the troop visits. Could the sinister man staying at the Pee Wees' hotel be a thief?