Another possible moral lesson intended by O. Henry in "After Twenty Years" is that once a man becomes an habitual criminal he can never trust anybody, not even his own best friend. This is the penalty any man or woman has to pay for leading a life of crime. They have to keep on the run. They can't stay in one place and they can never really close their eyes and rest. Bob thought he was safe enough when he was a thousand miles away from Chicago, where he was wanted, and an equal distance away from the West, where he had engaged in all his unlawful activities. He tells the unidentified uniformed cop:
"You see, the West is a pretty big proposition, and I kept hustling around over it pretty lively."
He had to be on the lam all the time because it was never safe to stay in any place where he had committed a crime. The West in those days was a big place, but it was full of small towns where everybody knew everybody. So the same was true at the next place and the next. The police would be looking for him. His victims might also be looking for him. His picture would be posted in various places. Rewards might be offered. Anyone might recognize him and turn him in. He had to keep moving to stay free, and he had to keep committing crimes in order to be able to keep moving.
This truth is beautifully exemplified in the original film version of Bonnie and Clyde starring Warren Beatty and Faye Dunaway. They could never stop running, and they had to keep committing robberies in order to pay for food, gasoline, and overnight shelter. But the more crimes they committed, and the farther they fled, the more notorious they became. The same is exemplified in another excellent movie, Butch Cassidy and the Sundance Kid, starring Robert Newman and Robert Redford. They flee all the way to Bolivia to escape a few pursuers and meet their fate at the hands of the whole Bolivian army.
Jimmy's character does not change throughout the story, but Bob changes. He is obviously full of self-confidence at the beginning and a shaken man facing judgment at the end. So the moral of O. Henry's story might be the old-fashioned one, which can be illustrated and dramatized in many different ways:
Crime does not pay.