Homer is thrown out of the kitchen after Marge sees Homer eyeing the gingerbread men for Lisa's school project. Homer is told to remain outside until dinner, which gets him bored. He tries to get the attention of Santa's Little Helper, but he is too busy gnawing on a squirrel. Homer overhears some neighbors talking about their "Sweat Lodge" in their backyard (which Homer mistakes for "Sweets Lodge"). Strong winds begin to approach, forcing everyone inside (except Homer). Homer goes in the "Sweat Lodge," thinking there is candy inside, but the wind causes a fence post to pin the door shut, trapping Homer inside. A tornado moves through, moving the "Sweat Lodge" into Springfield Park. Homer opens the door, and has no idea where he is.
Homer then sees some knights on horseback approach him, causing Homer to retreat to the "Sweat Lodge." The wife of one of the knights arrives, driving a golf cart. The knights push the "Sweat Lodge" into the river. Back at the Simpson house, Marge wants to begin searching for Homer while Bart and Lisa want to watch a tornado-themed Itchy and Scratchy episode. This infuriates Marge, who turns the TV off before the highlights of Sideshow Mel's comedy roast are shown. The "Sweat Lodge" continues to float down the river, and Homer stumbles upon a Civil War reenactment, where the Confederate soldiers attempt to capture Homer, but Homer escapes. The "Sweat Lodge" rolls over Ned Flanders and other Union soldiers as it goes down the river.
Back in town, Marge puts up missing flyers of Homer. The streets are desolate, except for Hans Moleman, who was thrown into a tree during the tornado. Homer emerges from the "Sweat Lodge" once again, only to hear thumping sounds (which Homer thinks are dinosaurs, but is actually an excavator). The construction crew sees the "Sweat Lodge" and uses the excavator's arm to grab it, narrowly avoiding Homer inside. Moe stops by the Simpson house and knowing that Homer is missing, he tries to propose to Marge, which Marge rejects. The "Sweat Lodge" ends up in a toxic junkyard, where two EPA men in hazmat suits chase Homer. He then encounters Cletus, Brandine, and the Spuckler children, who throw cans at the EPA men and Homer gets in the Spucklers' truck. Ned tells Marge that Homer will come back, and Homer gets dropped off. Cletus and the Spucklers see that Ned is still wearing his Union soldier uniform from the Civil War reenactment, and they chase Ned. Hans Moleman is still hanging from the tree.