At the ending of the game, Russian Blue becomes thirsty so she stops by a nearby restaurant to order a drink. She escapes in her car making Spy Fox chase after her in his Spy Scooter. Russian Blue was seen stealing the Prized Limburger Cheese from the Museum until Spy Fox and Professor Quack caught her in the act. Russian Blue leaves to do so after Kid reveals that he already deposited the money into her bank account and thanks her for her help. Russian Blue then appears with William the Kid and is ordered to hide the Diode or Key Wallet or destroy a piece of paper containing the location of the Punch Card because it's the only thing to stop the Milky Weapon of Destruction. jumpsuit, Spy Fox hears footsteps and hides in the boxes. Once Spy Fox makes it past the eye machine by wearing a N.O.G. After reaching Kid's lair, she finds out about Walter Wireless being in her purse, but rather than squish him, Russian Blue dropped him and left into the secret passageway to Kid's lair and (according to Wireless) said something about an exterminator. Shortly after the dance, Russian Blue will leave. With Blue distracted, SPY Fox sneaks Wireless into her purse before the dance ends. Upon hearing the music, Blue is put into a trance and begins to dance with Fox.

To do this, Fox must obtain a sheet of waltz music form the conductor on the ship and trade it for a sheet of tango music from Johnny Gecko and discreetly slip it onto the conductor's stand aboard the S.S. When Monkey Penny reveals Blue's association with Kid, SPY Fox is given Walter Wireless and is assigned to slip him into Blue's purse. In the Car Chase Path, it is revealed she is obsessed with the tango and it is the only music to which she will dance to (because, according to Russian Blue, 'it takes two to tango'). In all storylines, speaking to Russian Blue grants SPY Fox the Russian Blue talk balloon, which he can or must use on Monkey Penny. Russian Blue appears in all versions of the storyline, but she is only important in the Car Chase storyline.

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