Dandy's Great adventure follows Katie and Becca and their pony as they are forced to disguise Dandy and smuggle him onto a train for a ranch vacation in Colorado. There they meet clowns who have smuggled their animals on board as well. Much to the suprise of the train's crew, they all give a circus performance in the dining car. At the ranch, the girls and their parents enjoy riding in the Rockies, but their vacation is cut short as Katie, Becca and Dandy perform a heroic night time rescue of Mr. Long, whose horse has thrown him into a deep ravine. As a result of their heroism, they receive a heartfelt surprise.