Sly and the gang attempt to stop the Black Baron.
- Anti-Villain: The Black Baron is the only antagonist in the game who is not a career criminal. Sure "he" hires goons who will attack you on sight and "he" is willing to cheat to keep "his" championship, but it is definitely a step up from polluting mobster Octavio and an Evil Mask.
- Arc Villain: The Black Baron.
- Cheese-Eating Surrender Monkeys: One of the jokes Murray can tell to a stern Belgian to make him laugh is on a chicken crossing the road to France, because it was not a Turkey, or a Turk. The joke wasn't really hilarious.
- Chekhov M.I.A.: Penelope works for the Black Baron, but is never seen in "Flight of Fancy". That's because she is the Baron.
- Concealing Canvas: Several.
- Filler Villain: Muggshot makes an appearance as the leader of one of the dog-fighting teams. While he does try to mess up the Cooper Gang's only plane as revenge for Mesa City, they quickly orchestrate his arrest with Carmelita halfway through the level.
- Land of Tulips and Windmills: Set in Holland, the level is full of windmills, Dutch architecture, a ferocious Dire Wolf prowling the fields and cheese. Lots and lots of swiss cheese.
- Living MacGuffin: Penelope. Beat the Baron in his own pilot competition and she will join the gang as their RC expert.
- Loophole Abuse: Sly successfully shoots the Black Baron down, but the Baron manages to land on the wing of his personal aircraft, with Sly chasing after him. The Baron points out that although Sly destroyed his plane, they are both still technically airborne so the winner was not decided yet. They resort to fisticuffs to determine a winner.
- Operation: [Blank]: "Operation: Turbo Dominant Eagle" starts with Team Iceland and Team Belgium already pitted against each other, giving Sly enough cover to paraglide to the Baron's gunships and implant Bentley's tracking-devices. Murray uses the row-boat to destroy the communication antennas so the Baron will be forced to use an unscrambled radio-frequency to call the gun-ships for backup. Bentley hacks into the antenna and use the windmills to destroy the gunships, the tracking devices ensuring that they won't miss. With the odds evened out, all Sly has to do is defeat the Baron in areal combat and Team Cooper wins the championship and Penelope's loyalty along with it.
- Pun: Muggshot and his team are all dogs in his dog-fighting team.
- Set a Mook to Kill a Mook: The Cooper Gang managed to get rid of Muggshot by tricking him and Carmelita into crossing paths, Carmelita arresting him on the spot.