On June 28, 1897, O’Day and four other outlaws (Harvey Logan, George Currie, Walt Punteney and perhaps the Sundance Kid) held up the Butte County Bank of Belle Fourche, SD. The robbers were amateurs, the job was botched and O’Day was nabbed in an outhouse. The local jail had recently burned down—so officials held the bad man in the bank’s vault.
O’Day later escaped, was recaptured but acquitted at trial the next year.