With the help of a corrupt diplomat the Olsen Gang plans to rob the World Bank, with help from the re-schooled Dynamite-Harry, now a computer expert.
Egon returns from prison with the key to a big heist, a hidden Nazi-treasure. The Olsen Gang finds the location of the treasure, but problems arise when the international criminals Carina and Ricco shows up.
The Olsen Gang is robbed in Spain and loses the millions they earned from their last heist. Egon has a plan to get the money back by robbing the National State Railways for a gold transport.