McCloud escorts a witness from New Mexico to New York City, but loses him to kidnappers and finds himself in a murder case involving Puerto Rican nationalists, a lady novelist, a Wall Street lawyer, and a dead beauty pageant winner.
McCloud goes to help a lady in distress, but gets caught in a shootout that sends him back to Taos on Chief Clifford's orders. At the last minute, the Chief is kidnapped to force McCloud to act as a courier to Paris.
Thanks to a recent newspaper article written by Chris Coughlin, McCloud is becoming a popular figure in New York, which makes the other cops angry. Someone is robbing drugstores in the city, and the police are having trouble finding the criminal.
The rodeo is coming to Madison Square Garden, and McCloud is supposed to make sure everything runs smoothly. But while he hangs out at the event with some of his New Mexico friends, a young cowboy is murdered.
McCloud, whose new-found celebrity (thanks to an article by Chris Coughlin in the Chronicle) vexes the Department, is assigned to protect a British theatrical maven who has received letters assailing his "filthy, obscene" productions and threatening his life.