Jemmy McBustle longs to become the next Nellie Bly and work as an independent newspaperwoman. Unfortunately, when you are 17 and under the supervision of a strict chaperone, adventures do not come easily. Meanwhile, Buffalo Bill's show is suffering; a bullet grazes Bill's wife and another hits Annie Oakley's horse. Annie's husband, Frank Butler, is desperate to find the culprit. Jemmy and Frank devise a plot to flush out the bad guys.