"Smooth Criminal"
The segment begins with three orphans (Sean, Katie, and Zeke) sneaking through a big city to see their friend Michael going out for the evening. As Jackson stands in front of the door, he notices a falling star before he is ambushed by men with machine guns. The film then backtracks to show Jackson and the children playing in a meadow in happier times.
As they are playing, their dog Skipper runs away, and as Jackson and Katie look for him, they uncover the lair of Frankie Lideo (a.k.a. Mr. Big) (a play on Jackson's real-life manager Frank DiLeo (1947-2011)), a drug-dealing mobster with an army of henchmen. Leading an operation called "Bugs and Drugs," he wants to get the entire population of Earth addicted to drugs, starting with children. As Mr. Big continues work on his operation, he discovers that Michael and Katie are spying on him.
The story returns to the ambush in front of Jackson's apartment. Unknown to the gangsters, Jackson wished on the falling star and escaped the gunfire, leaving only his overcoat. Upon realizing he has escaped again, Mr. Big orders his henchmen to track down Michael with dogs. He is eventually cornered in an alley, where he wishes on another falling star and turns into a Lancia Stratos Zero sports car that mows down several of Mr. Big's henchmen. Jackson is pursued through the city streets until he loses the henchmen.
Meanwhile, the children scout out Club 30s, where Jackson had told them to meet him, and find only an abandoned nightclub. As Jackson arrives, Katie sees a silhouette of him turning back from a car into himself. The door of the club opens with a gust of wind, and Jackson walks in to find it filled with men in suits and swing dancers. The children gather outside a window of the club and watch Jackson dance to "Smooth Criminal". Mr. Big lays siege to the club and kidnaps Katie.
Jackson follows them back to Big's lair and ends up surrounded by his henchmen. Mr. Big appears and taunts Jackson by threatening to inject Katie with highly addictive narcotics. While Katie manages to wriggle free, Mr. Big decides he has had enough and orders his men to kill Katie first then finish off Jackson, just as a falling star passes by. Jackson transforms into a giant robot and kills most of Mr. Big's soldiers, then turns into a spaceship. Mr. Big gets into a large hillside-mounted energy cannon, firing on the spaceship knocking it into a nearby ravine. The children are his next target, but the spaceship returns from the ravine in time to fire a beam at the cannon with Mr. Big inside, destroying it and finishing the villain once and for all. The children watch the ship fly into the night sky with a shower of light.