The boys are at Sea Park where they are watching the antics of an orca whale named Jambu. While Stan, Cartman and Kenny go elsewhere, Kyle stays behind. While getting a closer look at Jambu, Kyle is surprised to hear the whale speak, unaware the voice is really coming from Brian, a show announcer, and his co-announcer Mike. Jambu tells Kyle about his dream to one day go to space in a big rocket ship. Kyle brings the other boys back to the tank, but for a while Jambu remains silent. A few minutes later, when the announcers notice the boys' return, Jambu starts to speak again. The boys learn that Jambu, whose real name is "Willzyx", will die unless he returns to his family's home on the moon.
The boys rally some of their classmates to help them liberate Jambu. They put together a plan that involves the pool from Clyde's backyard, Timmy's wheelchair, the Russian government and all of their skateboards. The boys sneak into Sea Park and manage to free Jambu. The next morning at the Sea Park, Mike and Brian find that the boys stole Jambu, and Mike starts panicking knowing that their prank has gotten out of hand, but Brian tries to calm him down by saying what they did was funny. Rather than tell their colleagues about the prank and risk being fired, Mike and Brian decide that they must find the boys and retrieve Jambu before the police do.
In Russia, the government is looking for a way to raise money and they take a call from Kyle who wants to hire them to take Willzyx to the moon. When they give their price of $20 million, Kyle tries to explain what they are really trying to do, but the Russians assume that this is a prank call from George Bush. The boys decide to shop around for another Third World country with a cheaper space program, and they need to hide the whale. At the Sea Park in Denver, protesters from the Animal Liberation Front have gathered to applaud the whale liberators. Brian and Mike are in South Park looking for the whale; they find the pool behind Clyde's house, along with a broken fence. While looking at the pool, they find whale feces, but see that the whale and the boys are gone. The whale is inside, in Kyle's bedroom to be exact, where the boys are keeping him wet. Kyle is on the phone with the Japanese government, while Jimmy, Timmy and Tweek are at the Chinese embassy, but everyone's prices are too high. Stan and Craig are in Mexico, where they find that Mexicano Aeronáutica y Spacio Administración (MASA) will take their whale to the moon for $200.
Kyle, Kenny, Cartman, Butters and Clyde are on the road to meet Stan and Craig in Tijuana to get the whale home, when their truck is stopped by Brian and Mike. Just as the hosts are about to tell the boys the truth, the police arrive and demand that they give the whale back. However, the ALF comes to their rescue as the whale is saved in a hail of gunfire, killing Mike, the police officers and possibly the truck driver the boys hired. The ALF leader drives the van for the boys as they resume their trip to Tijuana, while Brian sadly exclaims to a dying Mike the past times were always funny. In Tijuana, the rocket is being prepared. The ALF leader and the boys crash through the Mexican border, and the boys work on getting the whale into the water. Just before they do, Kyle says a tearful goodbye to him, which also brings tears to Clyde's and Butters' eyes. The whale finally gets into the water and the ALF declares victory when the manager of Sea Park arrives with the police. The rocket is finally launched, with the whale in tow, much to the horror and disbelief of the ALF members. The boys celebrate their victory back home; meanwhile, on the surface of the moon, the asphyxiated orca lies dead.