When Julien, Mort, and Maurice start raiding the Penguins lair, they decide to go lunar and visit...the moon.
Annoyed with King Julien's constant harassment and "borrowing" of their possessions, the Penguins decide to escape to the moon. They build a rocket called the "Penguin One" in order to travel to the moon. After lift-off, the Penguins don't realize that they only made it to the top of a short building where they meet Max the Cat.
Max the Cat is depressed as he cannot catch flying birds. He wishes upon a shooting star (actually Penguin One) for flightless birds. After nearly being crushed by the Penguin One, Max sees the Penguins and believes his wish has been granted.
Max stalks and attempts to eat Private and fails miserably. After being discovered by the others, Max invites them into his home where he attempts to force Private into a microwave. Skipper remembers about Julien and thinks that he needs to sign on "Moon Cat's" good neighbor policy. When the Penguins are leaving, Max is upset, knowing that he's a total failure at catching even flightless birds. But when Rico gives him a container of fish for his good hospitality, Max accepts it and the Penguins become his friends instead of his food.
The Penguins leave the "moon" and crash in the Zoo. They find the Lemurs trying to steal their TV but Max's "Moon-cat Hospitality" has convinced Skipper to be more neighborly and let them have the TV. However, Skipper hears a helicopter and looks up to see Max waving at them, thanking them for the fish. Skipper realizes they had never been to the moon and there was no such thing as "Moon-cat Hospitality" (Kowalski forgot to carry the two). Skipper orders his men to commence Operation: Hammerhead which involves Rico coughing up a hammer and chasing the lemurs down until, most likely, they start hammering them.