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.
|"A Rocky Start"|
|Sly infiltrates Mesa City and finds it odd that it's deserted, but soon discovers what happened. Sly battles some of Muggshot's goons, including brutes, watch dogs and convicts.|
|Sly enters Muggshot's main base of operations and discovers that the bulldog resides inside the giant fire hydrant located on top of the largest casino in Mesa City.|
|One of the few buildings still populated within Mesa City, the Boneyard Casino, is falling apart and filling with water. Sly must recover the treasure key and avoid the mobsters along the way.|
|"Murray's Big Gamble"|
|Murray must make a run for one of the treasure keys, but he needs covering fire. Sly must use the blasting station in order to protect Murray from Muggshot's goons.|
|"At the Dog Track"|
|Murray is challenged to a race by Muggshot's goons. The big prize is a treasure key. To earn it, Murray must beat the other racers in three laps.|
|"Two to Tango"|
|Sly runs into Carmelita Fox, who tries to arrest him once more. Sly must evade her fire and retrieve the treasure key.|
|"Back Alley Heist"|
|Sly must explore some back allies to find another treasure key, but he needs to be careful not to fall from the tall buildings he must climb.|
|"Straight to the Top"|
|Sly tries to recover the last of Muggshot's treasure keys, but this time, he needs the help of a wrecking ball to get to it. Once he collects the key, he's ready to face Muggshot.|
|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.
- This is the first level in the series to take place in the United States.
- Sly mentions that it's been a while since he's been back in the US.
- This episode and "Fire in the Sky" shares several similarities:
- Both feature a mission where Carmelita is trying to catch Sly.
- Both have a racing mission and one where you have to protect Murray.
- Both feature large bosses, who both reappear in Sly 3: Honor Among Thieves.
- Both have the same amount of enemy types.