Uniqua is the engineer for Tsar Tyrone of Russia. The Tsar, along with his assistant Pablo Pablovich and his bag containing everything the Tsar will ever want or need are going to the Winter Palace. But the Tsar takes a nap on the train and Pablo accidentally releases the train's external brake. Uniqua and Pablo chase the train across Russia, but will they ever catch up with the train?
Uniqua is in the backyard. She says "hello" in Russian and introduces herself to the viewer as a train engineer. She explains her job as she sings Yes Sir, I Am the Engineer. The backyard transforms into a train station as Uniqua greets the passengers. She meets the Russian Tsar Tyrone and his assistant, Pablo Pablovich.
Uniqua shows Tyrone the train's external brake and tells him that the train would move nonstop if someone released it. Tyrone realizes how bad that would be and boards the train. Pablo is having trouble carrying the Tsar's bag of stuff, and when Uniqua tries to help him, she accidently pushes the external brake and the train starts with Tyrone inside! Uniqua and Pablo chase it. Tyrone falls asleep on the train and does not notice. Uniqua tries to get to the engine, but bumps into a fence. Pablo sits on a hand cart and doesn't realize it.
Uniqua tells Pablo that he is a genius for finding the hand cart. They sing We've Got to Catch That Train! as they catch up with it. Pablo opens a window and hands Tyrone a pillow and blanket. They enter a tunnel and cannot see where they are going. They realize that they are in front of the train and about to get hit. They jump off and land in snow. The train speeds away.
The two chase it, but Pablo is tired and sits on a horsedrawn sleigh. Uniqua says he is a genius for finding the sleigh. They chase after the train. Meanwhile, Tyrone is sleepwalking on the train. He exits the train and ends up on the top. They sing Don't Sleepwalk on the Train as Pablo attempts to give Tyrone his music box. Tyrone gets back in the train and Pablo hands him the music box. Uniqua tries to grab the engine to stop the train, but the sleigh breaks. They chase the train, but Pablo is tired and sits on a ski lift. Uniqua tells him that he is brilliant for finding it.
The train does not follow the tracks to the Winter Palace. Instead, it follows a different track. Uniqua and Pablo get off the ski lift and decide to ski from the top of a snow-covered hill to get to the train. Pablo falls off the hill and falls on to the train. He hands Tyrone his teddy bear after hearing him talk in his sleep about the toy. He lands beside Uniqua, in front of the train. Uniqua tries to switch the tracks before the train gets to her. Pablo helps and they succeed.
The train comes to a halt inside the Winter Palace station after Uniqua turns the brake. Tyrone wakes up and exits. He thanks Uniqua for providing the best train ride he's ever had. The three of them sing It Was a Really Good Choo-Choo Ride. Pablo then invites the two over for macaroni and cheese at his house. The others accept as the station transforms into the backyard. They all sing the end song and enter Pablo's house. Uniqua opens the previously closed door and shouts "We've got to catch that train!".