Rocky Horse is Markie's favorite toy in the world. When Markie's parents take the family on a vacation from Chicago to the Pacific Coast of California on a train of course Markie takes his favorite Rocky Horse. Rocky Horse is a horse with wheels for feet. On the train Rocky becomes separated from Markie and his family. Rocky rolls off to find his own adventure with another lost dolly, Diana. Rocky and Diana have one adventure after another trying to avoid being snatched by the cleaning crew, grabbed by other passengers, as they go from cart to cart in desperate hunt for their families. Will Rocky and Markie be united before the train stops in California? Or will Rocky and Diana be forever lost to their beloved owners?