There may or may not be unhidden spoilers from the novel here.
While watching the fourth episode of American Gods, where Laura and Shadow's mutual history has been revealed (to be the first major deviation from the novel), I noticed that the novel didn't explain what exactly it was Shadow did to get in prison, and what part Laura had in it.
Firstly, there is this exchange where it is shown that Laura asked Shadow to do something:
“How was prison?”
“Could have been worse.”
“Yes.” The tip of the cigarette glowed orange. “I’m still grateful. I should never have got you mixed up in it.”
“Well,” he said, “I agreed to do it. I could have said no.”
Author's preferred text, chapter 3.
Then there is this blurb where it is explained that Laura organised a robbery (?) because she was cheated by her associates (?) and Shadow was the driver (?):
He hurried on, pushed through the warden’s gray office, and found himself looking at the VCR repair store on the outskirts of Eagle Point. Three years ago. Yes.
Inside the store, he knew, he was beating the living crap out of Larry Powers and B. J. West, bruising his knuckles in the process: pretty soon he would walk out of there, carrying a brown supermarket bag filled with twenty-dollar bills. The money they could never prove he had taken: his share of the proceeds, and a little more, for they shouldn’t have tried to rip him and Laura off like that. He was only the driver, but he had done his part, done everything that she had asked of him…
[. . . ]
Nobody talked about the money.
Nobody even mentioned Laura, and that was all that Shadow had wanted.
Ibid, chapter 16, emphasis mine.
But Laura was a travel agent, even before she met Shadow - what kind of shady business with "proceeds" and "ripping off" can a travel agent get involved in? Is there an explanation that I missed in the novel, or something by Neil Gaiman?