A group of ex-Confederate soldiers intercept a train bound for Philadelphia. Riding alongside, they leap aboard and take the Army escort on duty by surprise. The second in command, Jack, prepares to kill them. However, his captain tells him not to, saying they need uniforms without bloodstains. After stripping their prisoners, they leave them off in the desert and head East for Philadelphia... and the Centennial Exposition.
In Philadelphia, Joe and Jane take a commission from Vanderbilt to check out an experimental armored train at the Exposition. They arrive at the Exposition grounds at the Rothchild Manor and the soldier on duty lets them in. They're unaware that he's Jack, but Jane notices something off about him nonetheless. She and Joe go to the buffet and Joe grabs a banana off the table. He bumps into their hostess, Hortense Rothchild, who complains to her shy niece, Amanda, that now they're inviting country bumpkins. Joe takes offense but Jane leads him away before he can start a fight. They watch a display of the armored train's supposed invulnerability. It proves resistant to bullets and dynamite, but Jane assures Joe that she can casually figure out five ways to defeat it.
The two friends stop to admire the torch of the future State of Liberty and then go back to the party. President Grant is due and in the meantime, Hortense is talking to her guests about Joe, but takes a different tact when she learns that Jane is the legendary cowgirl and that Amanda is a big fan. She says that Vanderbilt asked her to make sure that Jane doesn't embarrass herself because of poor manners and dismisses Joe. A shocked Amanda points out that Joe is almost as famous, but Hortense lectures her about how they're better because of their superior breeding. Meanwhile, Jane notices that two of the soldiers on duty are wearing the wrong boots and realizes that they're imposters. She follows them around the side of the manor while Amanda finally walks away from her overbearing aunt.
Jane follows the faux soldiers up to the roof and watches as they prepare to fire a stolen Union cannon at the gate... and Grant's carriage when he arrives. A newly arriving soldier spots her and she takes out that man and then one of the others when they charge her. The third one wrestles with Jane and she trips over her frock and they fall off the roof into the lake below.
The Rebel captain and his men take the rest of the guests captive, declaring them prisoners of war and herding them into a tent.
Jane struggles with the Confederate soldier and he manages to pin Jane's frock to the bottom of the lake with his knife. He swims to the surface but Jane rips her frock open, swims up after him, and knocks him out.
The captain sends some of his men to find their missing comrades. Jane hides in a tree but dripping water from the lake warns one of the soldiers. She drops down and knocks him out, and then goes to the tent and confirms that Joe, Hortense, and the other guests are being held prisoner. Jane listens as the captain informs his guests that they will be martyrs privileged to witness the beginning of the new Confederate Rebellion. He then goes to the roof with Jack while Jane tears up the remains of her frock and uses it to make a crude bow and whip. Someone comes up behind Jane with a gun and orders her to surrender.
In the tent, Hortense complains about Jane is endangering them by causing a commotion. Joe ignores her and approaches one of the guards. He tells the soldier that Hortense is sick and when she objects, elbows her in the gut. Joe asks for a glass of water and the Confederate soldier lets him go out to the buffet table. As he picks up a glass, Joe secretly pockets a banana and an ear of cob.
Jane easily disarms her captor and realizes that it's Amanda, and that she was using a hairbrush as a fake gun. The cowgirl tells Amanda to come along and help her defeat the soldiers on the roof, and Amanda hesitantly follows her.
Grant and his entourage are delayed by a broken spoke on his carriage. As he waits, Grant complains about how he's attending another boring party and hopes that he can exchange war stories with the legendary Calamity Jane.
Jane takes out one Confederate soldier with her makeshift whip and gets to the manor's front porch. Two more soldiers approach them and a terrified Amanda first cowers and then tries to fend them off with her parasol. She manages to conceal Jane with her open umbrella and Amanda fires two arrows, disarming them. They refuse to surrender and Jane easily disposes of them. She then tells Amanda to drop the terrified act but Amanda insists that it's no act. Understanding, Jane assures her that everything will be okay.
At the tent, Hortense continues to complain but Joe ignores her and jams the ear of corn into the mouth of a lantern.
Grant and his men approach the Exposition grounds, unaware that the captain and Jack are drawing a bead on him with the cannon. Jane comes up behind them on the gables and orders them to stand down.
When the corn pops, the soldiers think they're under enemy fire. Joe drops the banana peel, tripping one man, and punches the other one unconscious. Surprised, Hortense is forced to admit that Joe is useful for something.
When the Confederate soldiers try to light the cannon fuse, Jane shoots the torch out of Jack's hand. He crawls up onto the gables after her and Jane punches him, knocking him back down. She grabs the cannon aiming controls and shifts it to the side just as the captain fires. The shell hits near the carriage and Jane punches the captain unconscious. Jack recovers and prepares to shoot Jane in the back, but Amanda uses Jane's whip to disarm him. Jack grabs the whip and yanks, pulling Amanda forward and off the edge of the roof. While the two Confederates run off, Jane grabs the whip and pulls Amanda back up, and assures her that now they're even. Surprised despite herself, Amanda admits that she was too busy saving her new friend's life to be afraid.
The captain and Jack run to the armored train and pull down the tracks. Jane offers the firing torch to Amanda and invites her to fire the cannon. When she does, the cannon ball hits the base of the Liberty Torch, knocking it onto the tracks and blocking the train's escape.
Once the dust settles and the Confederates are taken away, Grant attends the reception and offers Jane a job with his administration. She refuses and Grant offers Amanda job, pointing out that she's a brave woman. Amanda accepts the offer, much to Hortense's disgust at her working for a living. She tells hers aunt that she'd rather be herself and do an honest day's work. Satisfied, Jane assures Amanda that she can do anything that she sets her mind to.