The first of 14 Olsen Gang films presents us with Egon Olsen, head of the gang, and his friends Benny and Kjeld, who want to become the best known gang in Denmark and eventually Europe by stealing a famous Bavarian work of art currently displayed in a Copenhagen museum. Although Egon's plan works out fine, there is only trouble ahead for the little gang.

The Olsen gang in Jutland. Ones again Egon Olsen has a plan when he gets out of Vridslose State Prison. He has found out that the Germans left a large sum of money (in American dollars and gold bars) in one of their commando bunkers, when they were defeated in 1945; the only problem it's in Jutland. Egon, Benny and Kjeld "appropriate" a car and drives to Jutland along with Kjelds wife and child Yvonne and Borge. They look forward to fooling the the people in Jutland, but of course, things don't go quite as planed. It ends with Benny, Kjeld, Borge and Yvonne sitting in the train back to Copenhagen, were they are overtaken by Egon in his car on the road next to the track. This is the last time the Olsen gang goes to Jutland.

Egon and the gang are hired to stage a robbery of an antique Chinese vase for an economically challenged baron. Naturally they fooled, which infuriates Egon. The gang tries to get back at the baron by switching the vase with a cheap Hong Kong copy. One attempt is made during the barons hunting party, where Egon ends up being bricked up in the catacombs. In another attempt, the gang has to coordinate breaking through several walls at The Royal Theater in Copenhagen with the "Elverhøj" overture.

The Olsen Gang has finally made it. They are in Mallorca, having fulfilled their dream. Almost, that is. They don't have any money, so Egon has to open a safe at a restaurant to get some. As usual, however, Egon ends up in prision. When they return to Denmark, he has a new plan.

Egon plans to exploit knowledge gained during his latest term of incarceration. By stealing the unmanipulated financial records of DanInvest he obtains the majority of the stocks in the department store Magasin du Nord, just in time for their closing sale. The attempt to get the red suitcase that will save the day they rob the main vault at the EEC headquarters in Brussels and end up hijacking a tank.

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.

A good looking female social welfare worker makes Egon Olsen forget about crimes for some time, but when an American gangster breaks into a local bank and the police think its Egon's work, he has to get back to work to prove he's innocent.

Some criminal EU ministers plan to turn Denmark into a gigantic fair ground and holiday paradise. Egon gets his hand at some important documents which could both make him rich and take care of Denmark's future.

Two children in the Viking age find their way into the magical world of Norse mythology.

Egon is starting to be a little forgetful; he forgot the zone number, so he fails to open the strongbox. When he gets out of Vridslose State Prison, Kjeld and Benny have become associates of Yvonne's cousin Georg from America. He is not just some old-fashioned strongbox thief that can't remember like Egon, but a young hip IT criminal, that thinks that everyone else is inferior. However, Egon doesn't take lightly to the Georg's patronizing so he sabotages Georg's computer and ruins his cup. This time Egon's ambitions reaches a new high, when he and his gang break in to the World Bank, and they get away with it. Of course, thanks to Yvonne, they aren't rich very long.