Alias Smith and Jones called the Devil's Hole Gang, loosely based on the Hole in the Wall Gang from which Cassidy recruited most of his outlaws. To lend them an element of audience sympathy, Heyes and Curry were presented as men who avoided bloodshed (though Curry did once kill in self-defense) and always were attempting to reform and seek redemption for their "prior ways". The names "Smith" and "Jones" originated from a comment in the 1969 film "Butch Cassidy and the Sundance Kid", when before one of their final hold-ups, the characters are outside a bank in Bolivia and Sundance turns to Butch and
Butch Cassidy Hazen shooting, and then passed this information to Pinkerton detective Charlie Siringo, who was assigned the task of capturing the outlaws. The gang escaped into the Hole-in-the-Wall. Siringo became friends with Elfie Landusky, who was using the last name Curry after allegedly becoming pregnant by Kid Curry's brother, Lonny. Through her, Siringo intended to locate the gang. On July 11, 1899, Lay and others were involved in a Colorado and Southern Railroad train robbery near Folsom, New Mexico, which Cassidy may have planned and personally directed. A shootout ensued with local law enforcement, during which Lay killed Sheriff Edward Farr