Based on the film The Penguins of Madagascar, the game follows the adventures of Skipper, Kowalski, Rico and Private in the pursuit for their beloved Cheezy Dibbles. Along the way they stumble upon a nefarious plot by the evil octopus, Dave (Dr. Octavius Brine). The penguins travel from their Tiki Home Base to such locales as Fort Knox, JFK Airport, and Monte Carlo in an attempt to foil Dave’s evil plans.