Jim approaches a Russian-style camp set up in the hills and three Cossack horsemen approach him. When he explains that he's there to speak with their leader Prince Gregor of Karovnia, the leader orders his two men to charge at Jim. He manages to dismount the two of them and then lasso and drag the leader when he tries to attack. Jim dismounts and ties up the man, knocking out one of the others when he comes at him on foot. Prince Gregor rides up and orders his men to stand down. Karovnia and Jim ride to the camp, and Gregory explains that he wanted to test Jim to see if he was capable to guard them. They're unaware that three men ware watching them from up the hill. Their leader, Count Balkovitch, tells his men to wait and that they will pick off Gregor at the proper time and place.
At the camp, Duchess Sophia observes Jim and Gregor rides in and summons her niece, Princess Lina. Gregor introduces Jim to Sophia as Lina comes out. Captain Zabroff, Gregor's head of security, rides up with his men as Sophia complains about the conditions in the wilderness. Gregory assures her that they will reach the house of Petrovsky, a Karovnian immigrant, before nightfall. Petrovsky will host them until they're ready to move on to New Petersburg, their final destination. When Lina gets Jim a cup of tea, a serving girl, Maria, inadvertently knocks it out of her hands. When the princess berates the serving girl, Jim intervenes on Maria's behalf.
The Karovnians soon break camp and head toward Petrovsky's home. Gregor rides ahead and prepares to shoot a herd of buffalo. However, Jim stops him, warning that they have a treaty with the Indians and they're in Indian territory. Gregory accepts the rebuff in good spirits but Zabroff warns Jim that he may not always be so lucky. They rejoin the others and continue while Balkovitch continues watching.
Gregor and his family have dinner with Petrovsky and share a series of toasts. As Sophia toasts their host, she admits that since of the death of her husband Ivan, the ruler of Karovnia, she considers Gregor and Lina as her own children. Lina toasts Gregor's engagement but the prince insists that he won't worry about marriage until the revolution caused by Ivan's death is resolved. Jim finally offers a toast to their trip to America and they all join in. Gregor asks Maria to dance, and orders her when she initially refuses. Everyone joins in except Lina, who orders the serving girl to stop. Maria runs off and Gregor calls Lina out for insulting the woman. Once Lina is, Sophia tells Jim that Lina is just realizing that her brother has an eye for the ladies and is having trouble accepting the knowledge.
The prince follows Maria to the stables and apologizes for his sister. Maria blames herself and Gregor assures her that he was the one to blame for ordering her. They kiss and Maria says that she loves him, just as Jim comes in. He turns to give them their privacy, but then goes back to the stables when he hears Maria scream. Three men have ambushed Gregor and Jim tackles them. They manage to escape just as Zabroff, Sophia, and Lina arrive. While Gregor has Zabroff and his soldiers search the grounds for Balkovitch, Jim demands answers. Gregor concedes that he has a right to know and they go into the house. Meanwhile, two of Balkovitch's men, posing as Petrovsky's men, take the wine bottles and drug the contents.
At New Petersburg, Artie notices a lot of the townspeople leaving town and goes to see the sheriff, Grody. Grody explains that everyone is leaving because they've heard there is going to be a big shootout between Balkovitch and Gregor when he arrives. When Artie suggests that he do something, Grody points out that he has no deputies and doesn't think it's his business to get involved in an international affair, and he plans to tell Balkovitch the same thing.
As Sophie worries over her injured nephew, Gregor tells Jim that Balkovitch is seeking the Royal Icon of Karovnia. A bishop took it to New Petersburg to bless the settlement and has kept it ever since, and it serves as the Karovnians' symbols of leadership. Gregory is the only one who knows where it is and insists on keeping the secret to himself despite his aunt's admonishments of what would happen if he died.
Balkovitch's men give the drugged wine to Zabroff's guards. When they pass out, Zabroff and Jim confirm they've been drugged, while Maria comes to inform them that Balkovitch has entered Petrovsky's house under flag of truce. Once everyone has gathered, Balkovitch explains that he wants to merge the family through marriage by marrying Lina. Jim stops Gregor from slapping Balkovitch and the prince tells his rival to leave. Once they're gone, Zabroff objects but Jim points out that they're outnumbered and it wouldn't be wise to provoke an attack. The agent suggests that they continue to New Petersburg immediately and Zabroff objects, pointing out they'll have no cover. Gregor accepts Jim's suggestion so that they can recover the Icon as soon as possible.
The Karovnians continue their journey the next day and then make camp for the night. Artie arrives and compares notes with his partner, and Zabroff tells them that Lina has disappeared. In the nearby forest, Lina follows the directions given to her in a note and finds the writer. She screams and Jim and others run to investigate, only to discover nothing but Lina's discarded ring and the note.
Balkovitch's men take Lina to a nearby mind where Balkovitch is waiting. He threatens to kill her and Gregor unless she tells them where he can find the Icon. When she refuses, Balkovitch prepares to brand her but Jim tracks them down and interrupts. As they struggle, Balkovitch escapes with Lina while Jim is knocked down a pit onto a ledge suspended a hundred feet above a pool of lava. Once Balkovitch's men leave, Jim uses a dart line to pull himself up just in time as the ledge gives out beneath him.
Back at the camp, Jim tells everyone what happened. Gregor wants to go through with the trade but the agents warn him that Balkovitch won't honor his side of the deal. They suggest they continue to New Petersburg and Gregor agrees, ignoring Zabroff's advice. Once the prince leaves, Zabroff warns Jim that they'll settle things once Balkovitch has been disposed of and stalks off. Artie shows Jim Lina's note and admits that he only reads Russian. Since they can't trust anyone in camp to translate it, they figure that once they get to New Petersburg they can find someone to translate.
The Karovnian party arrives in New Petersburg the next day and takes rooms at the local hotel. Jim insists on going with Gregor to recover the Icon at the local church. The elderly Bishop Kucharyk has half of a medallion and Gregor shows him the other half, confirming he's the young boy that Kucharyk met many years ago. Kucharyk brings out the icon and gives it to Gregor, who takes it back to the hotel. However, Balkovitch calls to the Karovnians from the saloon across the street where he has set up base. He shows Gregor that he has Lina and threatens to kill her unless he gives her the Icon by sunrise.
Later that night, Jim asks Gregor for a half hour before making a decision and the prince reluctantly agrees. The agent sneaks across to the saloon, knocks out one of the guards, and brings him back. Jim and Artie tell Gregor and the others that when the guard wakes up, they'll interrogate him and find out who gave Lina the note and betrayed the party from within. Until then, they take the guard to a storage room and lock him up.
Jim dozes off on the divan and the traitor takes the nearby keys and goes to the storage room. They then sneak in and stab the guard, only to discover that the agents have replaced the man with seed bags beneath a blanket. Artie turns on the lights and confirms that it's... Sophie, and then locks her in.
Jim sneaks over to the saloon and goes to the second floor. Meanwhile, Artie disguises himself as Kucharyk and asks to talk to Balkovitch, claiming he has the icon. While Balkovitch let Artie in, Jim finds Lina and cuts her free. Artie stalls for time and then finally gives Balkovitch the icon. It sprays Balkovitch in the face with paint, but the other Cossacks spot Jim. A fight breaks out and Jim tosses Balkovitch through a window while Artie disposes of all but two of the Cossacks. Two of the thugs make a break for it but Grody captures them and informs the agents that he decided to back the winner.
Later, Gregory and the others go to the church to say goodbye to Kucharyk. Zabroff apologizes to Jim for his attitude and admits that the agent was right. The agents explain that they had a priest translate the note. It was unsigned, but the writer spoke to Lina in a familiar tone, indicating they were royalty. Sophie knew she would be driven from the throne once Gregory rose to power so she conspired with Balkovitch. Gregor invites Jim and Artie to his coronation... and his wedding to Maria. The agents are eager to demonstrate the American tradition of kissing the bride but Gregor tells them to wait until after the wedding.
Later at the church, Gregor says goodbye to the priest while Zabroff apologizes to Jim for his attitude. Jim tells Gregor that the priest translated the note and confirmed it was addresses as one royalty to another. Once Gregor assumed the throne, Sophie knew she would be driven from power. Gregor invites them to his coronation... and his marriage to Maria as Lina brings the serving girl in. The agents remind him that there's an American tradition about kissing the bride but he tells them to wait until after the wedding.