In Season 6, Episode 16, "A Frat Party, a Sleepover and the Mother of All Blisters"
Missy felt neglected and upset so she stole her father's truck. Paige who is also going through a difficult time joins without hesitation when Missy asked her along. They then go on a road trip without telling their parents but eventually Missy's parents figure it out and they were tracked down by police.
While this isn't about a specific mischievous act they were caught doing together in the moment (like shoplifting, for example), it is the most prominent storyline where their joint actions lead to them being apprehended.
There's also an earlier episode, Season 3, Episode 12, "Body Glitter and a Mall Safety Kit," where Sheldon catches Paige shoplifting at the mall. While Missy isn't directly involved in the shoplifting, they are together at the mall, and Sheldon's discovery of Paige's actions leads to a confrontation and Paige being "caught" in that situation.
Movie title: Young Sheldon
About: A coming-of-age sitcom prequel to The Big Bang Theory, narrated by adult Sheldon Cooper. It follows the childhood of the brilliant but socially awkward young Sheldon in East Texas during the late 1980s and early 1990s, focusing on his family and early academic experiences.
[Available show platform]
Primarily aired on CBS. Available for streaming on platforms such as Max (formerly HBO Max), Paramount+, and through digital purchase on various services (e.g., Amazon Prime Video, Apple TV). Availability may vary by region.
[Show released]
September 25, 2017 (series premiere). The series concluded on May 16, 2024.
[Main casts]
Iain Armitage as Sheldon Cooper
Zoe Perry as Mary Cooper
Lance Barber as George Cooper Sr.
Montana Jordan as Georgie Cooper
Raegan Revord as Missy Cooper
Annie Potts as Constance "Meemaw" Tucker
Jim Parsons as the Narrator (voice)