Amazing Race's James and Abba: We'd Love to Know What the Cabbie Did with Our Bags

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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What was it like being dead men walking in Moscow?
Abba: You're asking all these happy questions! [Laughs] Obviously, it wasn't the situation we wished we were in, but every problem poses the opportunity to find a solution. That was really it. As soon as the cabbie took off with our stuff, we realized the grimness of the situation, but at the same time, we knew we were not dead yet. I think that was something that came across. Did you do any of the tasks? We just saw you in what looked like a hearse with a priest. Was that the Speed Bump?
James: [Laughs] Yeah, we did. We actually went to Interpol and a bunch of police stations. They only showed us at one. After we exhausted everything we could possible do — basically what it boiled down to was putting in a police report and hoping that someone would turn it in — we picked up back in the Race. Abba did the time zone Roadblock. He ripped through in about 20 minutes. We did the Speed Bump, which involved the priest.Abba: That was our last rites.James: [Laughs] Yeah, we had to get him to a church. We found him his way home before we found ours. Those are the ones we did.Abba: A lot of people think, "Go to the embassy." But this happened on a Friday and a Saturday, and that Tuesday was the Russian Independence Day, so for the whole week, all the government places were closed, so it took a while before anyone could do anything for us. I don't think viewers realized that it was during the weekend and it was also a national holiday. ... After we reported to every place we could, you just realize there's nothing else you can do, so let's just move forward and do the tasks and have some fun. That's how we ended the day.One of the top two Race rules is to always have your passport on you. Why did you leave it in the cab?
James: What's funny is, throughout the Race, I had told the twins at least twice, quite vehemently, "That's crazy! Never leave your bags in the cab." They were doing it with reckless abandon. In this case, when we got to the Trees of Love, we could see the cluebox from where we were parked. It was maybe 50 feet away. We figured, let's get out, get the clue and see if we still need the cab or if we need to go by foot or something. This was one of those things where it seemed to make sense to hold the driver, which we had been doing through the Race, since he was in our eyeshot. But when we got the clue, it was like, "You have to start the challenge." Abba started it and the rules say you can't be apart from your partner past a certain distance unless otherwise noted, so I couldn't go back to the cab by myself. We both had to go back. This probably transpired in five minutes. But it is always your responsibility to keep your stuff with you.You only lost one passport along with your bags, right?
Abba: Yeah, it was all our bags, but my passport was in the backpack because when we came out of the pool, I didn't have a towel, so my clothes got wet. Because of that, I took my passport out of my pocket and put it in the backpack. It was just odd circumstances that had never happened to me before, and I hope to God never happens again. I'm going to have some synchronized swimming lessons this summer. I'm gonna sign up all the kids in my neighborhood now that I'm an experienced Russian Olympic synchronized swimmer. [Laughs] It just shows that no matter how prepared you are, not even going into the Race, but just daily life, you never know what's going to happen to you. This was catastrophic, but this experience also gave us something no one else on the Race experienced. No one else spent hours in police stations and saw what Russian jail cells looked like.

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None of the past three teams who lost their passports went through anything like this.
Abba: Yeah, and they lost theirs. I think there is a difference and I want it on the record that ours was stolen. This was theft. Should we have left our bags in cab? In retrospect, no, but we knew we left them there, so we didn't lose anything. This guy just drove away with our stuff. We didn't even pay him.Why did he drive off when you didn't pay him?
Abba: I think he realized that the bags were more expensive than whatever few dollars the fare was. The other thing is how the cabs work there. You're not allowed to get into gypsy cabs anywhere else, but Russia is set up where everybody is a gypsy cab. There are very, very few official cabs. These are just people who if you wave down, they'll come and pick you up, and that's their culture. This was just a private person who picked us up and gypped us. We couldn't call Black and White Cab Company or whatever and say, "Your cab took off with our stuff." It's not like that. He just got us. I just wonder what he was thinking. I have no idea what he did with our stuff. I'd love to know! I mean, he has no idea how he impacted our lives that day. It'll be interesting to know if he ever finds out what he did.How surprised were you that it was a non-elimination leg and you were still in the Race, even though you're supposed to have your passport when you check in?
James: That was strange because on one hand, you're elated, and the other, you realize how hopeless the situation is. We got lucky that the next leg was still in Moscow and we didn't have to fly. It felt good to grasp onto that for a moment. We had conquered something similarly when we lost our money on the last leg in Bangladesh. It was like, "Well, can we do this twice?" [Laughs]Did you not know the twins took your money until the episode aired?
Abba: Yup. I saw it when I saw the commercial. It was news to me. Until we saw the episode, we didn't know what happened. We don't see it until the public sees it. It's interesting because people ask, "What's your favorite part of the Race?" And they don't realize that, quite honestly, it's not over for us yet. Although we know the ending and what we did, we don't know what anybody else did or said. Seeing even the Russian dancing Detour last night — we had no idea what that was. That was the first time we saw it. Each week as you watch, it opens a new experience for yourself. I got some e-mails from some of the other teams this morning, saying, "We had no idea that happened to you guys."They just saw that you had a Speed Bump.
Abba: Yeah, and one of the Chippendales was talking about it in a deleted scene, where they commented on our picture on the Speed Bump. "How did they come in last when we left them at the first clue?" And they thought we must've spent 12 hours in the pool. [Laughs] They had no idea.

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Are you upset the twins didn't give the money back to you?
James: I can't really fault them for not giving it back to us. We thought we lost it, which we did, but we didn't know it was found until the episode. They didn't steal it from our bags. We accidentally lost it, had no idea where we lost it, and they found it. There's no rule about finding money and having to give it back to people. It was unpleasant for us, but they didn't violate any rules. [Laughs] The thing that amazes me about The Amazing Race, for lack of a better word, is what you see is what you get. When [Kaylani lost her] passport at a gas station one season and some good Samaritan returned it to her, I thought, "Oh, come on! The producers set that up." I can tell you firsthand that there is no interference. The producers do a great job with the show because they really pull the story together as it happens. They don't interfere, but just monitor the rules, which is a great thing for the audience because the show has a lot of integrity. I'd like to think that comes through when you watch it. Abba: If you want to move forward in your life, you don't drive just looking through the rearview mirror. As far as the money, we didn't know what happened at the time. I think we did a commendable job keeping our wits. I was really proud of how James dealt with me. I was ashamed and embarrassed and guilty. I thought I lost the money and I did drop it. I was really surprised he didn't blast into me because I thought I deserved it. I think a lot of it had to do with our friendship. He said to me, "What am I going to do? Yell at you? Is that going to make you feel better? We have a problem, so let's figure it out." I think our friendship and support was apparent. I take pride that he's my friend and my partner on this. What happened happened.What are you up to now?
James: Up to no good!Abba: James shaved his head.James: [Laughs] Yeah, we thought we'd shave our heads in solidarity for all those who had to do it on the show.Abba: Well, there were only two. And both teams already had a bald person on the team. That's not fair.That's why they did it. It's half a Fast Forward.
Abba: Yeah, it's half a challenge!We're enjoying the rest of the season. We've got Thanksgiving coming up and there's sort of a transition of coming back. We've both got families and children, and some other teams don't, so I think for us going away might've been a different emotional kind of thing, saying goodbye to our wives and children for a month. I'm very thankful to my family for doing all the things that they did to allow this to happen in my life and I really appreciate it. We won two trips. When I left, my son said, "Daddy, I just want you to win a trip." And when we won, I was like, "Dude, I got one for ya!" There are so many people who are involved in this that you don't see on TV.

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