The gang time travels back to the 1880s. Once there, the gang discovers that "Tennessee Kid" Cooper has been thrown in jail for his crimes. He was arrested by the insane Sheriff Toothpick, who is a mobster obsessed with gold. After Tennessee's arrest, Toothpick robbed the local bank of its gold, and later framed Tennessee for it. After Bentley explains to Sly that he needs to get himself arrested to help his ancestor, the gang gets ready to break Tennessee out of jail and stop Toothpick.
Sly defeats Toothpick, who gets stranded in the Wild West. However, the van doesn't function properly, and they end up falling off of a cliff. In an act of desperation, Bentley saves their lives by grabbing Murray's Australian fossil necklace and throws it into the time machine. Everyone holds on tight as the van gets sucked through the wormhole. They eventually end up in Gungathal Valley in a prehistoric time period.
The name of the episode is word play on the famous saying from John Babsone Lane Soule, "Go west young man, and grow up with the country," which concerned the then relevant Manifest Destiny.
If the player returns to Feudal Japan after the missions, "Under Arrest" or "Blind Date", the current imprisoned gang members won't travel to the level, thus leaving Rioichi Cooper and Carmelita as the only playable characters until the imprisoned members are rescued.
In the ending cutscene of Turning Japanese, there is a goof. When Bentley puts the sheriff's badge in the time machine, it says the year they are traveling to is 1883, while the episode actually takes place in 1884.
The last mission has references to Back to the Future Part III, as it involves a time machine and a train.
This episode is the fastest getaway episode due to being straight travelling into Gungathal Valley right after defeating Toothpick instead of staying for a while to detain the antagonist.