The boys, after being duped into thinking a whale at SeaWorld Park is actually an alien from the moon, attempt to "save" him.
The boys are visiting a SeaWorld Park and find an orca there named Jambu performing in a whale show. Kyle stays to observe the whale in more detail while the others explore the rest of the park. To Kyle, the whale then seems to speak. However, the voice turns out to be coming through loudspeaker by Brian, one of the pair of hosts for the whale show. It becomes apparent that he and Mike, the other host, frequently play this practical joke for their own amusement. Brian, playing as the talking whale, tells Kyle about longing to go into outer space. Kyle rushes off to bring back the rest of the group. Brian, as Jambu again, says that Jambu's real name is 'Willzyx' (pronounced "Willziak") and that he must return to the moon, his "home", lest he should die. When the group return home they rally the rest of the 4th grade boys to help them liberate Jambu and send him "home". They break in to the Sea Park at night get Jambu into Clyde's pool from his backyard. When it is discovered that the orca is missing and an investigation is being carried out Brian and Mike realize what has happened and start to track down the group in pursuit.
Kyle calls the Russian government to hire them to take Willzyx to the moon. Desperate for funds, they eagerly give the price of $20 million. Obviously being short of such sums, Kyle attempts to play to their hearts. However, the Russians dismiss this in assumption that it is a prank call from George Bush. The boys decide to seek a developing country with a cheap space program. Back at the Sea Park protesters from the Animal Liberation Front gather to show their support for the liberation of the whale. Meanwhile, Brian and Mike are searching South Park for the whale where they find the abandoned pool in the back of Clyde's house along with a broken fence. They observe whale feces in the pool and learn that the boys have moved on. In fact, the whale has been moved to Kyle's bedroom where the boys are keeping him wet with garden hoses. Kyle is phoning the Japanese while Jimmy, Timmy and Tweek are at the Chinese Embassy, but everywhere they try the price is too high. Stan and Craig try Mexico where they find that "MASA" ("Mexican Aeronáutica y Spacial Administración") will take their whale to the moon for $200. Brian and Mike find out that the boys are going to Tijuana.
While on their way to Tijuana, Brian and Mike manage to stop the boys where they begin to try and tell the boys the truth, before being interrupted by the police. However, the ALF provide a distraction by providing cover fire against the authorities. Mike and one of the police officers are killed by the ALF during the firefight. The ALF leader drives the van for the boys the rest of the way to the spaceport. The boys work on getting the whale into the water. They get the whale into the water while the manager of Sea Park, police, and other onlookers arrive. The ALF celebrates victory and everyone else present watch the Mexican rocket get launched into space and they all realize what was being planned all along. The boys celebrate their victory back home. On the moon, the asphyxiated whale lies dead. The end credits roll over this shot in silence.