The setting is New York in 1855. Lucky Luke takes the Daltons to court for the umpteenth time. Inevitably, the four little horrors escape and plunder the numerous banks of the future Big Apple. With the police hot on his heels, Joe Dalton hides the stash of money in a caravan cart belonging to some immigrants bound for California. Under the watchful eye of the lone cowboy, and whether he likes it or not, the Daltons climb into the caravan for more hilarious adventures.