The four Newton brothers are a poor farmer family in the 1920s. One day, the oldest of them, Willis, realizes that there's no future in the fields and offers his brothers to become bank robbers. Soon the family agrees. They become very famous robbers and execute the greatest train robbery in American history five years later.

The Russians seek help in dealing with the Mafia from the veterans of the Police Academy. They head off to Moscow, in order to find evidence against Konstantin Konali, who marketed a computer game that everyone in the world is playing.