SOPHIE LANG GOES WEST was the third Paramount sound-era film featuring Frederick Irving Anderson's female jewel thief, following 1934's "The Notorious Sophie Lang" and "The Return of Sophie Lang" in 1936, with Gertrude Michaels essaying the title role in all three films.

This entry has Sophie, tired of being questioned by the NYC police every time a jewel disappears, deciding to head for the left coast, and hiding in the railroad car compartment of film-writer Eddie Rollyn (Lee Bowman) on a California-bound train. Rollyn is trying to think up a film story for star Helga Roma (Sandra Storme), who is also on the train with her manager, Steve Clayson (Larry Crabbe.) Figuring that there is a story in Sophie's flight, Rollyn agrees to help her out and hide her from the police if she will help him with his film plot.

Detective Archie Banks (Barlowe Borland)is aboard the train guarding the Sultan of Padaya (C. Henry Gordon), owner of a precious gem called "Star of the World." Archie gets the Sultan's consent to let Miss Roma use the gem in a picture, feeling that the publicity will entice Sophie Lang to steal the stone and he can get a little publicity himself by capturing her. But it is Clayson who steals the jewel and tries to escape with it, but Rollyn nabs him.

Clayson gets away and finds Sophie. He tells her that Rollyn is an ex-thief, and that she must help him get the diamond back, or he will expose Rollyn and ruin his career.

What's a poor girl, who is trying to go straight, to do? Actually, nothing much as it turns out, as Rollyn and Archie do most of the heavy lifting to further this plot.