I'm thinking the leader of the western bandits/gang has to be someone of note. Two thoughts:
It's a famous gang of the time, like Butch Cassidy and his wild bunch.
It's Quincey Morris.
The second doesn't strike me as likely, though. He was well spoken, and Morris should be, but Morris is a gentleman adventurer and not even remotely a criminal. No doubt we are going to meet Quincey Morris though, eventually.