The Great Gold Robbery, Part 2 - S1.E14

Riff-Raff's plan goes into action: they kidnap Sweet Polly Purebred, tie her up and put her in a balloon, and set up a bunch of other balloons with record players inside them playing records of Sweet Polly shouting "HELP! HELP!" Once the plan is under way, Riff-Raff's gang heads over to the train station and hold up the stationmaster, and Underdog leaves his post and heads over to the balloons, only to be confused by the record players.