Dally has a fairly intimate relationship with law enforcement. He is a Greaser that has actually had real jail time, and we are told that law enforcement always hauls him in whenever there is an issue. Near the end of Chapter 5, Dally comes to visit Johnny and Ponyboy. One of the things that he brings Ponyboy is a letter from Sodapop. Sodapop's letter explains how worried he and Darry are for Johnny and Ponyboy. The letter mentions the dead Soc and the fact that Dally got hauled into the station for questioning about it. After finishing the letter, Ponyboy asks how come Dally got picked up by the police. Ponyboy knows that Dally didn't have anything to do with the murder, so it doesn't make sense to Ponyboy. Dally announces that the police rightly suspect him for just about anything and everything. The police came and got Dally. He did not turn himself in, but he did mention that he thought the murderers were headed for Texas.
"How come you got hauled in?"
I asked Dally. "Shoot, kid"--- he grinned wolfishly--- "them boys at the station know me by now. I get hauled in for everything that happens in our turf. While I was there I kinda let it slip that y'all were headin' for Texas. So that's where they're lookin'."