Lisa sponsors a South American orphan - and when the child is reported missing, the Simpsons go to Brazil to search for him.
As Homer and Bart are watching Itchy and Scratchy, Marge tells them that the phone company has accused family members hundreds of dollars for making phone calls to Brazil. Homer and Marge decide to visit the company, thinking it was a mistake. They meet with customer service representative Lindsey Naegle, who cuts off family telephone service after Homer tells her that he refuses to pay the bill. Homer tries to connect illegally to the phone lines, only to get electrically shocked at least five times and wakes up on the couch after being found "smoldering in the bushes". When Lisa finds out why the family no longer has phone service, she confesses that she actually made calls to Brazil. She has been sponsoring an orphan named Ronaldo in the country and she used to receive a letter from him once a month until recently. Lisa got a call from Ronaldo's orphanage to find out what had happened and they told him what he's missing. She shows her family a tape recorded by Ronaldo that she received after her first donation, in which Ronaldo, thanks to Lisa, tells her that with his money he has bought a pair of dance shoes for himself and for the orphanage has bought a door. Thrilled, the Simpsons decide to travel to Brazil to solve the mystery behind Ronaldo's disappearance, leaving Maggie with Patty and Selma.
When the family arrives in Rio de Janeiro, they discover that they can get anywhere they want by following a conga train. After dancing her way to the hotel, Bart turns on the television in his room and watches a children's show called Teleboobies, which Marge criticizes for its sexual connotations. The Simpsons then leave to look for Ronaldo. First, they travel to the slums of Rio de Janeiro. In the slums, the family sees thousands of rats painted in various colors. According to Lisa, "The government only paints mice with bright colors so that tourists won't be offended." They then arrive at Ronaldo's orphanage, but the nun working there has no idea where he went. Later that day, as the Simpsons are having dinner at a restaurant, Lisa shows a map of the city on which she has marked all the places Ronaldo likes to visit. She splits the map in two, giving a piece of Homer and Bart and keeping a piece for her and Marge. Homer and Bart decide to search first at Copacabana Beach and then a fair where they are robbed by children while Marge and Lisa visit a samba school. However, they are unsuccessful in finding Ronaldo so far. To reach their last location, Homer and Bart take a taxi and are kidnapped by men armed by the taxi driver. However, Bart is able to run off and tell the rest of the family.
The taxi driver and his companion hold Homer hostage deep in the rainforest. They force Homer to make a call to Marge, telling him that if the family offers the kidnappers $ 50,000, he will be released. However, the Simpsons do not have enough money in exchange for Homer. Walking the streets of Rio de Janeiro, they come across a parade that features the Teleboobies show featuring characters from the show. Lisa is surprised to find that Ronaldo is working inside the Teleboobies Flemish Flamingo dance costume - the work he got after learning to dance with the shoes he bought with the money from Lisa's well-paid donation. Ronaldo tells Lisa that he stopped writing to her because he didn't know what state she lives in, since it was the orphanage that is used to send her letters. Later, Ronaldo gives the Simpsons the money they need to save Homer. Meanwhile, Homer shows the kidnappers an album he made of his memories of the kidnapping. Apparently he developed the Stockholm syndrome. The family and the hijackers then meet on the high along a valley near Sugar Loaf on two separate cable cars. The Simpsons toss the kidnappers their money, and when Homer jumps onto his family's cable car, the cables break, causing the family to hit the mountainside and roll to the ground. They all survive unharmed, but Bart is then consumed whole by an anaconda. The episode finishes with Bart dancing a carnival song inside the snake.