"The Ransom of Red Chief" is told in a comical fashion, but it has a serious message, or meaning. This can be simply stated as the old adage: Crime does not pay. Not only does the current caper of the two crooks, Bill and Sam, become a total fiasco, but judging from their financial situation at the beginning of the story they have been suffering for their criminal deeds and aspirations for years. No doubt they have been in and out of many jails. Kidnapping a child is a very serious offense, but they get their just reward from this child himself when he turns out to be a holy terror. His name is Johnny, but he wants to be a savage Indian and to be called Red Chief. The two con-men know nothing about handling children, which indicates that they have never been able to have families of their own because they are always on the run when they are not serving time in prison. The boy takes over and inflicts serious injuries on both of them. They are only too glad to get rid of him by paying his father all the money they have, instead of collecting the ransom they had originally demanded.

Bill and Sam are always looking for a chance to make a big score. Instead, they have to stay on the lam and are reduced to living outdoors and cooking their meals over a bonfire. Unfortunately for them, Red Chief likes this way of life because it makes him feel more like a real Indian.

O. Henry wrote several other stories in which the moral, or message, or meaning, was pretty much the same: Crime does not pay. In "A Retrieved Reformation" Jimmy Valentine, the career safecracker, writes a letter to a friend which states O. Henry's theme in plain words:

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. 

And the same meaning can be read into O. Henry story "After Twenty Years." The viewpoint character "Silky" Bob has been committing crimes all over the West for twenty years. Now as he is entering middle age he is on the lam and apparently only has one friend in the world. But that friend has him arrested and sent off to prison. Obviously crime has not paid for "Silky" Bob. If he has accumulated any substantial amount of money, he will have to spend it to get a good lawyer to defend him. 

Even O. Henry's story "The Cop and the Anthem" can be read as a warning against antisocial thinking and antisocial behavior. The protagonist "Soapy" has lived outside the law for so long that he finds he can't go straight even when he sincerely wants to do so. He is not a violent criminal, but he must have been living for many years by committing all sorts of misdemeanors, including vagrancy, loitering, panhandling, and petty theft. In the story itself we see him smash a store window, eat a big meal in a restaurant and refuse to pay the check, and steal an umbrella--so he obviously has had prior experience with numerous petty crimes, and he has spent a number of winters in jail on Riker's Island.

O. Henry several several years in a big state prison for embezzlement and met many career criminals who thought they could get rich by preying on the public. He knew what he was talking about. Crime really does not pay.