As the gang takes the trip to Mesa City, Sly studies up on Muggshot. He learns that Muggshot grew up as the "runt of the litter," always being bullied and picked on. The only friends he looked up to were gangsters found on the big screen, and he knew right away that's what he wanted to be. Determined to earn the respect he wanted, Muggshot spent the rest of his youth working real hard to become a tough-as-nails brute. He got revenge on his former bullies and eventually took control of Mesa City and built a massive casino, causing all of the citizens to flee town.
Finally, Sly finds himself face-to-face with the Fiendish Five's chief enforcer, Muggshot. The dastardly bulldog is not too keen on letting Sly take his page of the Thievius Raccoonus without a fight. Sly must finish Muggshot off to reclaim what's his.
Muggshot's section of the Thievius Raccoonus contains an entry for Sly's gun-slinging ancestor, "Tennessee Kid" Cooper, whose specialty was the Rail Walk and Rail Slide, moves that were perfected through Tennessee's long time of theft in the Old West. The gang once again has trouble getting out of town due to the INTERPOL authorities arriving. Having just missed the Cooper Gang, Carmelita goes for the next best thing and arrests Muggshot instead. This marks the end of Muggshot's gambling empire and Mesa City's citizens soon return home. Sly and the gang continue enjoy the rest of their time in the US, and then return to Paris, ready to tackle their next objective.