Captain Ivan Danko and Lieutenant Yuri Ogarkov of the Moscow Militia lead a sting operation against Georgian drug kingpin Viktor Rostavili. However, Rostavili manages to evade capture, and in an ensuing firefight, kills Ogarkov and flees to the United States. As Danko is recovering from his injuries, Rostavili is arrested for a minor traffic violation in Chicago, and Danko is subsequently dispatched to America to retrieve the felon, under strict orders not to reveal the true nature of Rostavili's extradition.
Upon arriving in Chicago, Danko is met by Police Detectives Art Ridzik and Max Gallagher. As he is interrogating Rostavili, Danko confiscates a mysterious key hidden on his person. While he is being transported to the airport, the group is ambushed by his men and Gallagher is shot and killed, allowing the prisoner to escape. Against the wishes of local authorities, Danko resolves to remain in Chicago to apprehend Rostavili, and Ridzik is assigned to be his minder.
Through an informant, Danko and Ridzik learn that Rostavili is working with local street gangs to purchase and smuggle uncut cocaine into the Soviet Union. The duo confront Rostavili's American wife Cat Manzetti, but are led into an ambush where Rostavili demands Danko return his key, forcing the two to flee.
Danko and Ridzik go to a hospital to interrogate one of Rostavili's men, injured during the earlier ambush, but he is killed by another of Rostavili's accomplices disguised as a nurse. Danko subsequently shoots and kills the assassin, much to Ridzik's surprise. Ridzik's superiors confiscate Danko's sidearm, as he isn't licensed to carry one in the United States, and order him to cease the investigation. However Ridzik, who still wants to avenge his partner's murder, secretly gives Ivan his spare gun.
Returning to his hotel, Ivan is attacked by Rostavili's men. While Ivan fights them off, Rostavili sneaks into his room and steals the locker key. Art takes Ivan to visit a locksmith, where they match the key to ones produced for lockers at a bus terminal. Rostavili uses the key to retrieve his drug shipment, and steals an empty bus just as Ivan and Art arrive. Chasing him in another bus, Ivan and Art cause Rostavili to crash into an oncoming train. As Rosta crawls out of the wreckage, Ivan kills him. Later, Art takes Ivan to the airport. As a token of their new friendship, they exchange wristwatches.
