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.

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.

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.

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.

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.

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.

After his usual stay behind bars, Egon has another cunning plan involving millions. They rob over 4 million from a money transport. The gang keeps a low profile and hide the money. But it's stolen by "Kongen" and "Knægten", who immediately start living it up - in the penthouse suite at the Sheraton. The suitcase with the money changes hands several times, before Kongen's daughter takes of with all the money.

As usual, Egon has an ingenious plan. And, as usual, it works just fine until one of the gang members makes some kind of funny error. This time, however, even Egon's life is in danger, for some international criminals try to get rid of him by throwing him into a container filled with acid.

A group of school-mates form a resistance group in nazi-occupied Denmark.

In order to supplement the family income, Marius Bastrup rents his unused rooms to young women looking for a "discreet stay." The drama in the film revolves around the young women and their circumstances, especially as it relates to one girl's abortion.