The most convincing evidence that Jimmy Valentine has really changed and intends to reform completely is the fact that he gives up his specially designed burglar and safe-cracking tools. O. Henry describes these tools early in the story and keeps referring to the suitcase in which they are all kept.
Pulling out from the wall a folding-bed, Jimmy slid back a panel in the wall and dragged out a dust-covered suit-case. He opened this and gazed fondly at the finest set of burglar's tools in the East. It was a complete set, made of specially tempered steel, the latest designs in drills, punches, braces and bits, jimmies, clamps, and augers, with two or three novelties, invented by Jimmy himself, in which he took pride. Over nine hundred dollars they had cost him to have made at—, a place where they make such things for the profession.
These tools are essential to Jimmy's profession. Without them he would be helpless. But with them he is the foremost safecracker in his field. They symbolize his expertise and his reputation. They are also tangible proof of his guilt. Ben Price could have used them to prove that he had been responsible for three big recent jobs in Richmond, Logansport and Jefferson City. So when Jimmy gives up his tools he is giving up his career in crime. O. Henry puts this in writing when he has Jimmy write a letter to the old friend to whom he is giving all these special tools. The letter includes this passage:
Say, Billy, I've quit the old business—a year ago. I've got a nice store. I'm making an honest living, and I'm going to marry the finest girl on earth two weeks from now. It's the only life, Billy—the straight one. I wouldn't touch a dollar of another man's money now for a million. After I get married I'm going to sell out and go West, where there won't be so much danger of having old scores brought up against me. I tell you, Billy, she's an angel. She believes in me; and I wouldn't do another crooked thing for the whole world.
Jimmy is reforming because he is "going to marry the finest girl on earth." Annabel Adams has made all the difference in Jimmy's life. He wants to be worthy of her. He tells his friend: "She believes in me; and I wouldn't do another crooked thing for the whole world." Jimmy's strong motivation for giving up his life of crime makes his intention completely credible. This is how the reader knows that he has really changed. If he just decided to quit safecracking without the motivation of love for a good woman, his decision would not be as convincing. Annabel Adams provides the strong motivation that will keep him on the straight and narrow for the rest of his life. They are about to be married. They will soon have their own home and children. He will be happy and will have to temptation to go back to the precarious life he was leading before he met Annabel.
Another indication that Jimmy is completely reformed is the fact that Ben Price does not arrest him when he has caught him redhanded in the bank with his incriminating suitcase full of tools. Ben Price is an expert at catching crooks and sending them to prison. If Ben Price believes in Jimmy's reformation and is willing to let him go ahead with his plans to marry and operate a legitimate business, that is further convincing proof that Jimmy has really and truly reformed.