On the brink of the First World War, Albert's beloved horse Joey is sold to the Cavalry by his father. Against the backdrop of the Great War, Joey begins an odyssey full of danger, joy, and sorrow, and he transforms everyone he meets along the way. Meanwhile, Albert, unable to forget his equine friend, searches the battlefields of France to find Joey and bring him home.

The final installment finds Marty digging the trusty DeLorean out of a mineshaft and looking for Doc in the Wild West of 1885. But when their time machine breaks down, the travelers are stranded in a land of spurs. More problems arise when Doc falls for pretty schoolteacher Clara Clayton, and Marty tangles with Buford Tannen.