Who says that patying in Colorado after a successful hijack mission is safe? The Black Hats seem to think otherwise, and kidnapped Zachary's and Swan's crew for no obvious reason (yet). While the Black Swan is flying to find any sign of their crews, Nathan Zachary receives an anxious radio call from his Zeppelin driver, Sparks, saying that he managed to board a nearby train, the Rocky Express which is under attack! Once more, the captain needs to pull a "Rolo-the-flying-clown" trick to pick Sparks from the train's roof... all this while Black Hats and Sacred Trust goons, in a sinful alliance, try to rip the train and every enemy plane apart!