Rocky's blown away all right, out to sea in a leaky hot air balloon courtesy of Boris Badenov. Meanwhile, an anxious nation and two anxious moon men are searching for the missing moose, who's still baking away in Boris's secret laboratory. By going door-to-door to every house in the country, Gidney and Cloyd eventually turn up there, so Boris and Natasha quickly throw them a surprise party complete with knockout punch, while back out over the stormy seas, lightning strikes Rocky's balloon, sending it plunging.