The episode opens with Mayor Quimby announcing a twinning between Springfield and Rome. Thanks to a city competition, the Simpson family wins an all-expenses-paid trip to Italy. Despite his enthusiasm, Homer is worried about who will run the nuclear power plant in his absence. Burns decides to join the trip, along with his assistant Smithers, to make sure Homer doesn't cause any trouble.
Arriving in Rome, the family is captivated by the colors and flavors of the eternal city, while Burns falls in love with an Italian countess who owns a chain of nuclear power plants in Europe. Bart and Lisa, exploring the ruins of the Colosseum, come across a group of archaeologists who discover an ancient artifact. Homer, meanwhile, gets lost and ends up causing a series of comedic disasters trying to find his way, while Marge tries to enjoy Roman culture and art.
After a series of Roman adventures and misadventures, the plot moves to Milan, where the Simpson family is involved in an unexpected fashion show, with Marge and Lisa becoming the stars of the moment. Burns, however, tries to buy one of the Countess's nuclear power plants, but discovers that the price is giving up the Springfield Nuclear Power Plant.
Meanwhile, Homer and Bart, exploring the city, end up causing a blackout in Milan during a football match, sparking the anger of the fans.
Back in Springfield, Burns is tormented by the decision to sell the plant but ultimately decides to maintain his control over Springfield, while the Simpson family reflects on their Italian adventures, sharing a home-cooked Italian dinner that Marge prepares, ending the episode with a sweet and comical note.