New York City, 1855. Lucky Luke is escorting the Daltons to trial for the umpteenth time. Of course, the four brotherly villains manage to escape and start robbing the many banks of what will become the Big Apple. With the authorities hot on their trail, Joe Dalton hides their loot in a covered wagon that is part of a California-bound train of immigrants. The Daltons have little choice but to meddle with the settlers and join the covered wagon train which, under the watchful eye of Lucky Luke, is heading for new hilarious adventures.