Michael and Michele Dunn, twelve-year-old twins, are wealthy orphans living with their socialite businesswoman aunt, Angela Dunn, in Chicago. Angela is too committed to running the family business to raise the twins and she makes arrangements with the Illinois Detective Agency to send them to California to live with distant relatives. The detective agency is run by the son of its founder, Frank Miller. He contracts to take the twins to California and they leave with a team of his men. On the journey, the twins overhear a plot by Miller to kidnap them and hold them for a very high ransom demand. At a water stop near Medicine Bow in Wyoming, the twins jump the train and run away into the night.