As Homer and Bart are watching The Itchy & Scratchy Show, Marge tells them that the telephone company has charged the family hundreds of dollars for making phone calls to Brazil. Homer and Marge decide to visit the company, thinking there has been a mistake. They meet with customer service representative Lindsey Naegle, who cuts off the family's phone service after Homer tells her that he refuses to pay the bill. Homer attempts to connect illegally to the phone lines, but only succeeds in getting electrocuted at least 5 times and, when he regains consciousness on the couch, is told that he was found "smoldering in the bushes". When Lisa finds out the reason the family no longer has phone service, she confesses that she has 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 every month until recently. Lisa called Ronaldo's orphanage to find out what had happened and she was told he is missing. She shows her family a tape recorded by Ronaldo that she received after her first donation, in which Ronaldo thanks Lisa and tells her that with her money he has purchased a pair of dancing shoes for himself and the orphanage has been able to buy a door. Touched by the tape, 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 joining a conga line. After dancing their way to the hotel, Bart turns on the television in their room and watches a children's show called Teleboobies which Marge criticizes because of its sexual undertones. The Simpsons then head out to search for Ronaldo. First, they travel to the slums in Rio de Janeiro. According to Lisa, "The government just painted them bright colors so the tourists would not be offended." In the slums, the family sees thousands of rats painted in various colors. They then reach Ronaldo's orphanage, but the nun working there has no idea where he has gone. Later that day, as the Simpsons are having dinner at a restaurant, Lisa shows a map on which she has marked all the places Ronaldo likes to visit. She splits the map in two, giving one piece to Homer and Bart and keeping one piece for her and Marge. Homer and Bart first search through Copacabana Beach and then a market, where they are robbed by children, while Marge and Lisa visit a samba school. However, both duos are unsuccessful in finding Ronaldo so far. To get to their last location, Homer and Bart take a taxi and are kidnapped at gunpoint by the taxi driver. However, Bart is able to get away and tell the rest of the family.
The taxi driver and his companion hold Homer hostage deep into the rainforest. They force Homer to make a phone call to Marge, telling her that if the family provides 50,000 dollars to the kidnappers, he will be released. However, the Simpsons do not have enough money so they go looking for Homer instead. Walking through the streets of Rio de Janeiro, they run into a parade that features a Teleboobies float with characters from the show. Lisa is surprised to discover that Ronaldo is working inside the costume of the dancing flamingo from Teleboobies—a well-paid job he got after learning to dance with the shoes he bought with Lisa's donation money. Ronaldo tells Lisa that he stopped writing to her because he did not know which state she lives in, since it was the orphanage that used to send his letters. Later, Ronaldo gives the Simpsons the money they need to save Homer. Meanwhile, Homer shows the kidnappers a scrapbook he made of his kidnapping memories. Apparently, he has developed Stockholm syndrome. The family and the kidnappers then meet up high over a valley near the Sugarloaf Mountain in two separate cable cars. The Simpsons toss the kidnappers their money, and when Homer jumps into his family's cable car, the cables break, sending the family crashing into the mountainside and rolling down to the ground. They all survive unharmed, but Bart is then eaten whole by an anaconda. The episode ends with Bart dancing inside the snake to carnival music.