Mølleby is a small, cozy market town. The year is 1924, and the sight of a Rolls Royce from Copenhagen is a sensation. But all is not as idyllic as it seems. The town's new mayor is trying to build a new brickworks to ensure the town's growth and future, but the previous mayor is doing everything he can to thwart these ambitious plans...

Egon escapes from the psychiatric ward, where he has been incarcerated since the gang's last coup. Keld and Benny pick him up, and when Egon, as always, is planning the big heist, the Olsen Gang is once again on the move.