Sly Cooper, Bentley, and Murray arrived to Canada to stop Jean Bison's spice shipping.
- Arc Villain: Jean Bison.
- Canada, Eh?: The setting is in the frozen Canadian wilderness.
- Deliberate Values Dissonance: The mission established that Jean Bison was a product of the 1850's and that his actions are considered cruel in the present.
- MacGuffin: The Clockwerk Lungs and Stomach, used as engines for Jean Bison's spice-shipping trains.
- Operation: [Blank]: "Operation: Choo-Choo". Using Murray's new handcar, Sly will board Iron-Horse 3 while Bentley uses his RC chopper to provide arial support.
- Train Job: Since their targets are all aboard the three Iron Horses, much of the gang's activities are based around robbing them. Bentley even admits that he made "Operation: Choo-Choo" to be a "textbook train-robbery."
- Trauma Button: When Carmelita captures Murray, it throws Bentley in a panic. When Sly decides to follow her, he agrees on the condition that he doesn't get captured either, not wanting to be alone again.