Adventure Bay is busy preparing their museum for the arrival of the Royal Kittens from Barkingburg, of which are named Henry and Elizabeth. While they travel towards Adventure Bay on a train, Chase soon arrives with the ultimate piece of the museum, which is unloaded from the mail van by Rocky. Ryder, sporting a new wristwatch pup-pad, is helping out with the decorations.
Inside the museum, Francois is finishing sprucing things up while Mayor Goodway and Chickaletta prepare their welcome greeting. Mayor Humdinger then barges in to scoff and gloat at Goodway, before Chase and Rocky enter with the final piece, the Purple Jeweled Kitty. Hearing that attracts Humdinger's attention and despite being warned that the container can only be opened by the Royal Kittens, Humdinger tries to do so, but sets off the security alarm, drawing Chase's attention and suspicion. When word comes that the train is on its way, Humdinger slips away to go after the train instead.
On the train, Katie and Cali are with Henry and Elizabeth. However, after the Butler arrives to fetch more treats for the Royal Kittens, Humdinger, in disguise, provides a distraction with Cat Skye. They both make Cali and Katie enter the caboose, and by the time they return to the main passenger car, they find the Butler locked in the closet. Mr. Hudson, the train's engineer, soon arrives into the car to reveal that he was in fact kicked out of the locomotive by the same person. Katie and Cali start investigating, and finally concludes that Humdinger and the Kitten Catastrophe Crew are now in charge of the locomotive. As Katie demands to be let into the locomotive, Humdinger uncouples the locomotive from the passenger car and caboose, chugging away sneakily. With no other options left, Katie calls Ryder.
At the museum, Ryder learns of the situation regarding the locomotive and the runaway cars, and assures a worried Goodway that the PAW Patrol would attend to it. He then summons the pups to the Lookout for an Ultimate Rescue. After Marshall crashes into the elevator due to the him rolling on top of the red carpet meant to welcome the Royal Kittens, the pups head topside. As they ascend on the elevator, the PAW Patrol emblem on the Lookout changes to resemble Chase's badge, before the pups are seen suited up in police uniforms and the lights circling the Lookout glow blue instead of red, along with the elevator gaining a blue glow as well. Once topside, Ryder, also suited up in his police uniform, briefs the pups on their Ultimate Mission, and once he's assigned Chase and Skye their orders, he heads down the fire pole, while Chase heads down the slide to his vehicle. However, once he lands in the driver's seat, Chase watches in amazement as his vehicle, having not completely transformed yet, is taken to an underground maintenance area below the Lookout. It is then upgraded to its Ultimate Rescue appearance, which is much larger, and sports areas on the sides and rear for deployable police motorcycles and a helicopter. After the transformation, it is lifted back topside together with the Lookout being lifted up to provide enough room for Chase to drive out onto the driveway. The rest of the pups join him later on the Ultimate Police Cruiser as they come down the slide. Together with Ryder on a police version of his ATV that he mounts and roars out of his garage with a screech of tires and burning rubber, they set off to help Cali and Katie.
Once they locate the runaway cars, Skye is warned to avoid a signal gantry up ahead that is blinking red "DANGER" signals, before she is able to airlift Katie and Cali to safety. Once they are safe on the ground, Skye returns to the main vehicle as they pursue the locomotive. Realizing that the PAW Patrol are already on their tail, Humdinger has the Catastrophe Crew activate the track switch mechanism behind them, causing the locomotive and the cars to split into three different paths. This forces Chase to divert his attention to rescuing the Butler and Mr. Hudson from the runaway passenger car and caboose first. As a result of that diversion, it gave Humdinger time to have the Catastrophe Crew replace the locomotive's wheels and side rods with road tires so they could take it onto the roads to reach the museum faster. He also introduces the Royal Kittens as the newest members of the Catastrophe Crew, having Henry dress up as Tracker, and Elizabeth as Everest, though Elizabeth leaves her toque behind as they continue on to the museum, as it pops off her head as she boards the locomotive again.
Back with the other parts of the train, Rocky uses his police scanner to find some brown fur, of which is identified as cat fur due to Chase's allergies. Chase also finds the top hat from Humdinger's earlier disguise. While they found those leads, Marshall and Zuma's interrogation of Mr. Hudson reveals that whoever kicked him out of the locomotive had six kittens with him. Putting all that evidence together, Ryder and Chase realize that Humdinger is the culprit. Ryder calls the pups back to Chase's Ultimate Police Cruiser and they soon locate where Humdinger had the locomotive converted to traveling on roads via the discarded drive wheels and side rods, along with Elizabeth's discarded toque. With tire tracks indicating where the locomotive went, they head back to Adventure Bay once Chase realizes Humdinger is after the Purple Jeweled Kitty.
Back in Adventure Bay, Goodway and Francois are still finishing up preparations before leaving to fetch some polish for the pedestal that the Purple Jeweled Kitty rests on, turning on the laser grid alarm system as they do. However, after they leave, Humdinger sneaks in, and despite some problems with the laser grid, he and the Catastrophe Crew manage to get Henry and Elizabeth over to open the Purple Jeweled Kitty's container, allowing Humdinger to swipe it. Outside, Farmer Al and Farmer Yumi are excited for the museum's opening, only to notice Humdinger's getaway vehicle. Mistaking it as part of the exhibit, Al goes in to take a look, resulting in him being taken for a ride when Humdinger, unaware, makes his getaway. The PAW Patrol then arrives shortly after Humdinger leaves in the Ultimate Police Cruiser.
Upon discovering the alarm still active, Skye thinks that they made it in time, until Chase sees the Purple Jeweled Kitty is already missing. Goodway and Francois return to discover the theft and shut off the security alarm. Yumi soon arrives and mentions about the antique locomotive parked outside the museum which made Al curious. Putting two and two together, Ryder, Chase, and the rest of the police pups set off in pursuit in the Ultimate Police Cruiser.
Meanwhile, Humdinger believes he's won, until he hears Chase and the red-and-blue lights of the law outside the locomotive. However, even when Al reveals himself, totally oblivious to what's going on, Humdinger attempts to make a getaway by shoveling more coal into the locomotive's firebox. Chase and Ryder then decide that the only way to stop Humdinger is to take out his tires. To do that, they have Skye and Rocky go on ahead to lay down a spike strip on the road. Soon after the locomotive drove over it, the spikes punctured all the tires, and sent the locomotive careening all over the place until it spins out and stops in front of the museum again.
Humdinger staggers out in a daze, still claiming the statue as his, before it is rightfully reclaimed by Goodway and the Butler. The Royal Kittens, soon after, appear out of the locomotive and are greeted and welcomed to Adventure Bay by Goodway and Chickaletta. Al stumbles out of the locomotive afterwards, commenting on having had enough of trains for a while, and Humdinger himself agrees as he prepares to flee. However, Mr. Hudson stops him and punishes Humdinger for stealing the locomotive and modifying it. He has him and the Catastrophe Crew work a handcar as the temporary locomotive to drive the train back to Foggy Bottom, which he mentions should take about two days to get back to, further annoying Humdinger together with his bad luck losing once again to the PAW Patrol.