A foreign criminal gang makes a large-scale bank coup. The suspicion falls on the Olsen Gang. They escape, take up the hunt for the real criminals and thus it all starts. The police are looking for the Olsen Gang, and they are looking for the real criminals.

Egon Olsen is the leader of the Olsen Gang. While he was in the slammer, he planned how he would steal the fantastic golden figure Keizeroppzatsen.

Egon returns from prison with the key to a big heist, a hidden Nazi-treasure. The Olsen Gang finds the location of the treasure, but problems arise when the international criminals Carina and Ricco shows up.

Egon and the gang is about to commit their biggest heist – stealing 6 millions from an undercover operation at a freight company. The money is stored in the most advanced security vault ever constructed, guarded by professional gorillas.

The Olsen Gang becomes millionaires. Unfortunately for the gang, their arch-enemies, the King and the Jack, are planning to steal the money for themselves.

The Olsen Gang has to pay for their summer vacation in Spain, and Egon is hired to open a safe with black market money in Switzerland. He is conned, but Egon has sworn revenge.

Egon Olsen is commissioned to help a baron with an insurance fraud. As the dividend can finance Basse's wedding, even Valborg accepts the plans.

The Olsen Gang is robbed in Spain and loses the millions they earned from their last heist. Egon has a plan to get the money back by robbing the National State Railways for a gold transport.

With the help of a corrupt diplomat the Olsen Gang plans to rob the World Bank, with help from the re-schooled Dynamite-Harry, now a computer expert.

An unfaithful servant in the Norwegian Petroleum Directorate tries to sell top secret information to German industry leaders. Egon has a plan to earn money on the transaction himself.