Daniel Foray (GĂŠrard Depardieu) is the leader of an unusual group of burglars in Paris. When Daniel is instructed by his boss to go to Chicago to pull off an easy home robbery it seems simple enough. However, when the group arrives in Chicago, the mission quickly turns into a fiasco.
First, the group has a run in with a local gang of street thugs. Then, the group's "keep a low profile" stay with Sophie Nicols (Joanne Kelly) is disrupted by a noisy neighbour. To make matters worse, while preparing for the burglary the group steals a car which belongs to a Latino street gang... After breaking into the house, tying up the owner and cracking the safe, the group realise that they have burgled the wrong house! The house in fact belongs to Frankie Zammeti (Harvey Keitel) an under boss of the Chicago Mafia who vows revenge.
The group desperately tries to flee the city and return to Paris, all the while being hotly pursued by the Mafia, the Latino gang, the Chicago police, and the FBI who had Zammeti's house under surveillance. An excellent, action comedy with many plot twists and a mix of lighthearted and darker moments.

Question: Why is the FBI after the group?
Answer: Because they had Zametti's house under surveillance.
Alternative answer: They broke into Zammeti's house