Gung Ho orders Wild Bill to follow the train while he and the other Joes run back to find some vehicles. Unfortunately, the battle with the cannons at Fort Knox has destroyed the faster Joe vehicles and all that remains is a Mauler and an APC. After Gung Ho complains about the speed of their vehicles like that of turtle's pace, Thunder suggests that they pay a visit his friend Mr. Murphy, who owns several horses.

After experiencing a few rough moments while climbing onto the Thoroughbred horses, the Joes race to cut the train off at the pass. "Now there's an original thought," mutters Gung Ho.

On the train, Zartan orders the Cobra agents to eliminate the Joes, and the first one to be tossed off the train is Snake Eyes. As he falls out, Snake Eyes catches a rail on the side of the car with his foot, burns away the ropes around his hands with the cart's wheel and swings back inside.

After knocking out two Cobras, he frees Scarlett and Duke, who defeat the other Cobras. The Joes swing onto the top of the cart and race to the engine.

The Joes beat the train to a point in the track and place three APCs in front of the train, causing Zartan to apply the brakes and slow the train enough for the Joes to ride along the side of the train and board it. As the generic Joes slug it out with the nameless hordes of Cobra agents, Duke uses a laser gun to cut into a section of the control room in the first section of the train. Gung Ho jumps onto the plate sliced by Duke gun and begins to attack the Dreadnoks. Scarlett batters around Ripper while Gung Ho bops Torch on the head and knocks him out.

As Duke confronts Zartan, Scarlett kicks Buzzer in the face before he can cut another support beam of the shelves holding the gold. Unfortunately, the Buzzer's chainsaw strikes the pressure regulator and the internal pressure becomes so great that the doors are blown off the train is thrown off the tracks.

Wild Bill watches the fiery spectacle and hopes his friends are okay. As all of the Joes and Cobras climb out of the ruined train, Zartan raises a fist while lying on the ground and threatens in a weak voice, "This will not be forgotten or forgiven, G.I.Joe."

While Scarlett helps Duke walk away, she asks him if he would mind if she changed her hair's color. Duke asks why and is told by Scarlett that the color would match the bruises on her face. Wild Bill rushes to his friends and as he tells them that he has a medical kit on the Dragonfly, the helicopter is stolen by Zartan and the Dreadnoks. Wild Bill fires a couple of shots, however, the mercenaries escape, and Wild Bill repeats Scarlett remarks while she was fighting the Dreadnoks on the train: "You can't turn your back on them for a second."

Back at Fort Knox, General Stack offers to write an apology to Sergeant Hauser (codename: Duke) and also informs Mr. Murphy that the rancher will receive a medal for his help, but Mr. Murphy explains that he would rather have his horses returned. Gung Ho, riding a horse, complains that he was just getting the knack for riding but then the horses tosses him off. Duke, General Stack and Mr. Murphy laugh at Gung Ho, however, the Joe is determined to ride off into the sunset. Hopping into a VAMP, Gung Ho zooms off and Duke waves and yells, "Happy trails, Gung Ho!"