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The great John Lardner's take on Titanic Thompson (True, 1951):

One day not long ago, a St. Louis hotel detective tipped off a cop friend of his that there was a fellow in a room on the eighth floor who packed a gun. They decided to do a little further research. They went into the room without knocking, and it didn't take long to find the gun. It was pointing at them. The man who held it was tall, dark, thin, well dressed, and fiftyish.

"Take it easy," he said. Then, observing the cop's uniform, he set down the gun, a small Army model, on a table, and smiled pleasantly. "I thought it might be a stick-up," he said. "I have to be careful."

Down at the station house, where the man was taken to explain why he was armed and why he drew his hardware so quickly, they got a polite and possibly a truthful answer. He happened to have $3,930 on him. He was expecting to claim a race horse with it. When he carried cash, he liked to feel protected. He had a license for the gun. His name was Alvin C. Thomas. At this point, the police lost interest in the details of the story and merely sat looking at the speaker with the frank curiosity of zoo-goers looking at a duck-billed platypus—for Alvin C. Thomas, as they knew and as he readily confirmed, is also Titanic Thompson. All the cops in the house took a good, long stare. Then they released him, and he went on his way.