Banzai and his band, "The Hong Kong Cavaliers", are performing at a nightclub when Banzai interrupts their musical intro to address a depressed woman in the audience, Penny Priddy. During a song he performs especially for her, she attempts suicide, which is mistaken for an assassination attempt on Banzai. After questioning her at the jail, he realizes she is his late wife Peggy's long-lost identical twin sister and bails her out.