What's another good title for "The Ransom of Red Chief"?
A title that hints at the twist in the story might be a good idea. For example, "The Wrath of Red Chief," "Red Chief's Revenge," or "The Reverse Ransom" could give this impression to the reader after getting through the first line. On the other hand, the "Wrath" gives it away too quickly that Red Chief does have revenge or power over his kidnappers. It gives it away too soon. "The Reverse Ransom" is fitting and cryptic enough that it doesn't completely give things away immediately.
Or, you could take something from the story itself: "A Good Idea . . ." The ellipses (. . .) indicates something uncertain to follow. And that uncertainty might indicate that it will turn out to be a bad idea. Or, take another phrase from the story that doesn't really give anything away: "Two Desperate Men." This could indicate that the men will do anything to get a ransom. This doesn't give anything away about the trouble they will run into. "The Counter-proposition" also uses a phrase from the story and refers to Johnny's Dad's suggestion that Bill and Sam pay him to take the kid back.
O. Henry uses alliteration in his title. Something like "Cursed Caper" does the same and uses a term ("caper") common to that era.
But given how sure Bill and Sam were about their plan, something communicating that certainty could work as well. "The Perfect Plan" illustrates this idea.