When fellow operatives and friends disappear during a mission in Hong Kong, Cleopatra Jones comes to help. She discovers the disappearance involves The Dragon Lady, a feared lipstick lesbian who runs a casino and the local drug trade.

Marge Gunderson, the still pregnant police chief of Brainerd, Minnesota, investigates the murder of a town pharmacist, shot in a snowy parking lot by a stranger who was helping jump his car battery. Meantime, an old man dies of exposure in his ice fishing house, leading one of his sons to kidnap the body. Snow, snow, everywhere.

Chon Wang, a clumsy imperial guard, trails Princess Pei Pei when she's kidnapped from the Forbidden City and transported to America. Wang follows her captors to Nevada, where he teams up with an unlikely partner, outcast outlaw Roy O'Bannon, and tries to spring the princess from her imprisonment.

A prospector sells his wife and daughter to another gold miner for the rights to a gold mine. Twenty years later, the prospector is a wealthy man who owns much of the old west town named Kingdom Come. But changes are brewing and his past is coming back to haunt him. A surveyor and his crew scouts the town as a location for a new railroad line and a young woman suddenly appears in the town and is evidently the man's daughter.