In Vegas, Baby (Part 1), Jim and Andy score a free trip to Las Vegas, and they take Cheryl, Dana and the kids along too. When they get there, Jim finds out that Cheryl has set up a meeting with his estranged sister, Roxanne (Jennifer Coolidge), who he suspects just wants money from him (again).
Though Jim gave her the money she wanted, and Cheryl did too, when Jim finds out that she didn’t tell either of them that the other one gave her money, he takes back both gifts. But Roxanne doesn’t quit there, and gets the money she wanted from another source – Andy.
Later, while Jim, Cheryl and Dana try and catch a show, they are wondering where Andy is. While they wait on him to arrive, they get a phone call – he’s getting married! They get to the chapel just in time to see him tie the knot with Roxanne. This isn’t going to end well.
To try and patch things up with his friend, Jim heads to Roxanne’s trailer with a plunger (perhaps not an appropriate wedding gift, but at least it’s something). That’s when he sees her packing up to head out of town.
At first, Jim assumes that she and Andy are going on a honeymoon, but after she evades the question a few times, he finally gets her to admit that she is leaving town with her ex-boyfriend, and not with Andy. This is really going to get ugly, especially after Roxanne decides she wants Jim to tell Andy because she doesn’t like confrontation.
Jim does, and then he, Andy and Dana have to give their presentation to the guys there for the convention. While they like Dana, they don’t so much care for Jim and Andy, and when the hose comes lose and sprays the foam everywhere, it goes from bad to worse. At least Jim and Cheryl get a nice walk by the fountain before they have to head home.