Abba and James Abba and James

James and Abba's Amazing Race came to an end Sunday after two of the unluckiest legs in Race history. A week after Natalie and Nadiya kept their dropped $100, the rockers' cabbie in Moscow drove off with their bags and Abba's passport. They were saved by a non-elimination, but ultimately couldn't recover the lost passport. "We did everything we could," Abba tells TVGuide.com. "We went to all the police stations in the area with the hope that someone might have found it. We spent a long time inside Interpol. There was nothing else we could've done." So why did they leave their bags in the cab in the first place? Do they hold a grudge against the twins for keeping their money? Find out below.

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The Amazing Race airs Sundays at 8/7c on CBS.