Sly's next target was the Chief Enforcer of the Fiendish Five: Muggshot. Bored the runt of the litter, the only heroes Muggshot were fictional heroes in the movies. When he saw "The Dogfather", he know what he wanted to be: a gangster — so won't get picked on again. He did it. After helping the Fiendish Five stealing the Theivius Racconus, Muggshot decide to head to Mesa City, a booming all American town in Utah.
When Sly arrived, Mesa City was a ghost town. With the help of his Ninja Spiral jump, he was able to get on to the area near Muggshot's hotel/casino. With the help of Murray, he got two keys — one from a winning race against some mean gangsters and the other from helping Murray getting past a nasty gauntlet of gangster dogs. Then Sly went into the casino itself. Next, Sly had to escape from Miss Fox again as he tried to get a treasure key. Next, he explored the rooftops and back alleys near Muggshot's hotel. Then, he faced Mugshot.
Avoiding Muggshot's guns by hiding in light fixtures, Sly hit the all the mirrors on the first floor. Next, Sly was able to the same thing on the second floor despite some holes in the floor. Finally, with the help of Nina Spiral jump move, Sly was able to hit mirrors after Muggshot hit them and got back Tennessee Kid Cooper's section of the Theivus Racconus. The Kid perfected his Rail Walk and Rail Slide thought out a criminal career in the old American West.
Getting out of the town was a tough with the rival of Miss Fox — who missing Sly — dragged Muggshot and close the book on Mugshot's hotel/casino. Mesa City's real citizens soon return home. Meanwhile, Sly and his gang hit Hollywood, Californa before returning to their Paris hideout.