Harry Tasker leads a double life, performing covert missions for the U.S government under a counter-terrorism task force called "The Omega Sector". Agents Albert "Gib" Gibson and Faisal assist him in these missions under the command of Spencer Trilby. However, Harry's wife, Helen, and his daughter, Dana, believe he is a boring computer salesman who does a lot of "corporate" travel. Harry's latest mission in Switzerland reveals the existence of a terrorist group known as the "Crimson Jihad", led by Salim Abu Aziz. Harry suspects that antiques dealer Juno Skinner has ties to Aziz. After visiting her, Harry is attacked by Aziz and his men, and then loses him in a pursuit, meanwhile missing the birthday party that his wife and daughter have arranged for him.
Harry heads to Helen's office the next day to surprise her for lunch, but overhears her talking to a man named Simon. He uses his connections in Omega Sector to learn that Simon is a used car salesman, pretending to be a covert agent to flirt with Helen. Harry and other Omega agents, disguised, kidnap Helen while she is at Simon's trailer and then frighten Simon into staying away from her. Harry, using a voice masking device, interrogates Helen and learns that (due to his constant absence) she is desperately seeking adventure. Harry thus arranges for Helen to participate in a staged spy mission, where she is to seduce a mysterious figure in his hotel room (in actuality, Harry himself, who hopes to surprise Helen) and plant a tracking bug on him. However, Aziz's men burst in, kidnap the couple, and take them to an island in the Florida Keys.
Aziz reveals he possesses small nuclear warheads hidden inside antique statues shipped by Juno, and threatens to detonate them in major U.S. cities unless the U.S. military leaves the Persian Gulf. He then orders the couple to be tortured; Harry (under a truth serum) reveals his double life to Helen, and then they escape to watch as Aziz has the warheads loaded onto vehicles, and prepares one of them to detonate on the island in ninety minutes. Harry leaves Helen to hide as he attacks Aziz's men, but Helen is captured by Juno and taken with the convoy on the Overseas Highway. Harry is rescued by Omega agents and pursues the convoy, sending two Harrier Jump Jets to stop it and destroy part of the bridge. Harry rescues Helen from Juno's limo before it falls over the destroyed section, and then return to the mainland before the first bomb goes off.
They quickly learn that Aziz and his men have taken control of a downtown Miami skyscraper via helicopter and have kidnapped Dana, threatening to detonate the remaining bomb. Harry takes one of the jets to reach the skyscraper quickly. Faisal poses as part of a requested camera crew for Aziz to make his demands, providing enough distraction for Dana to steal the ignition key and flee the room. Aziz chases Dana onto an overhead crane where Harry arrives. Harry is able to rescue Dana while he and Aziz struggle in the cockpit. Aziz eventually becomes ensnared on the end of one of the plane's missiles, which Harry fires at the passing terrorist helicopter â destroying it and the remaining bomb on board. Harry, Helen, and Dana are then safely reunited.
A year later, the Tasker's family integrity has been restored, and it is revealed that Helen has become another Omega Sector agent. Harry and Helen are called to embark on a new mission together at a formal party, where they encounter Simon seducing one of the female guests. Helen and Harry intimidate Simon into fleeing, and the film ends with the couple dancing the Tango in celebration.

Question: Where are Harry and his wife taken?
Answer: The Florida Keys.