Rambo's Vietnam commanding officer Colonel Trautman is held hostage in Afghanistan, and it's up to Rambo to rescue him.

Colonel Trautman: How's the wound?
Rambo: You taught us to ignore pain, right?
Colonel Trautman: Is it working?
Rambo: Not really. Don't take it personal.
Colonel Trautman: Thanks.
Hamid: What's that?
Rambo: It's blue light.
Hamid: What does it do?
Rambo: It turns blue.
Zaysen: "Drop your weapons! Now! You have no chance of escape! Come forward! I wish to take you back alive! This is your last warning! The choice is yours!"
Colonel Trautman: "What do you say John?"
Rambo: [loading his gun] "Fuck 'em!"
Mousa: This is Afghanistan... Alexander the Great try to conquer this country... then Genghis Khan, then the British. Now Russia. But Afghan people fight hard, they never be defeated. Ancient enemy make prayer about these people... you wish to hear?
Rambo: Um-hum.
Mousa: Very good. It says, 'May God deliver us from the venom of the Cobra, teeth of the tiger, and the vengeance of the Afghan.' Understand what this means?
Rambo: That you guys don't take any shit?
Mousa: Yes... something like this.
Zaysen: Are you insane? One man against trained commandos... Who do you think this man is? God?
Colonel Trautman: No. God would have mercy. He won't.
Colonel Trautman: I'm sorry I got you into this Johnny.
Rambo: No you're not.
Zaysen: Who are you?
Rambo: Your worst nightmare.
Colonel Trautman: Can you fly that helicopter?
Rambo: Let's find out!
[Rambo and Colonel Trautman stand alone facing an enemy army]
Colonel Trautman: What do we do?
Rambo: Well, surrounding them's out...
[after barely escaping the explosion of a fuel bomb dropped by a helicopter]
Colonel Trautman: That was close John. How are you?
Rambo: Well done.
Moussa: You do not look like men Griggs sent before. You not look like you are with military.
Rambo: I'm not.
Moussa: What you are? Mercenary?
Rambo: No.
Moussa: You're not with military, not mercenary - what you are? Lost tourist?
Rambo: I'm no tourist.
Masoud, Afghan Mujahedeen Leader: Now you see how it is here. Somewhere in the war there's supposed to be honor. Where's the honor here? Where? Now, we're taking the survivors to the border. Are you coming?
Rambo: I'm going to the fort.
Masoud, Afghan Mujahedeen Leader: Have you not seen enough death? Go! Go while you can! This isn't your war.
Rambo: It is now.
Masoud, Afghan Mujahedeen Leader: So be it. You're a good friend.
Mousa: [as Rambo prepares to play Afghan game 'buzkashi'] God must love crazy people.
Rambo: [getting on horse] Why?
Mousa: He make so many of them!
[laughs]
Colonel Trautman: The Kremlin's got a hell of a sense of humor.
Zaysen: Please explain.
Colonel Trautman: You talk peace and disarmament. And here you are wiping out a race of people!
Moussa: Why must you do this?
Rambo: Cause he'd do it for me.
Colonel Trautman: You expect sympathy? You started this damn war, now you'll have to deal with it.
Zaysen: And we will. It is just a matter of time before we achieve a complete victory.
Colonel Trautman: Yeah, well, there won't be a victory. Every day, your war machines lose ground to a bunch of poorly-armed, poorly-equipped freedom fighters. The fact is that you underestimated your competition. If you'd studied your history, you'd know that these people have never given up to anyone. They'd rather die than be slaves to an invading army. You can't defeat a people like that. We tried; we already had our Vietnam! Now you're gonna have yours.