New York, 1855. Lucky Luke is escorting the Dalton Brothers for their millionth court case. Of course, the four scoundrels escape and hold up all of the banks that the future Big Apple has so generously put at their disposal. With the police on their tail, Joe Dalton stashes the loot in a covered wagon, part of a wagon train of immigrants headed for California. Willy-nilly, the Daltons end up on the wagon train under the lonesome cowboy's watchful eye, which gives rise to hilarious new adventures.