Local legend suggests Lyon was inept at highway robbery. It is said that he decided to hold up the coach taking the wages to a local coal mine but on the day of his intended crime it was pouring with rain. He stood out to stop the coach too early and the rain ruined the gunpowder in his pistol - the coach's driver, perhaps realising this, simply coaxed the horses into a run and soaked Lyon with muddy water as they flew past.