Captain Caveman and the Teen Angels are assisting Dee Dee's uncle, Frank Skyes, with a fur delivery. When the furs disappear, it is up to them to find out what happened.

In Wyoming, rumors of a horse that is possessed by a demon are rampant. And they seem to be true. Captain Caveman and the Teen Angels have arrived to investigate. Just as they are investigating, a bank robbery occurs.

Captain Caveman and the Teen Angels go to a research facility after they spot an alien spacecraft landing there. They discover that an alien robot supposedly stole a top secret energy source.