Identification of an American short story about a horse that can't carry two train robbers

Question

I apologize in advance if the details I'm about to provide are too poor or distorted by my memory.

My father told me once of a short story which (if memory serves) is made up of the following plot: In the era of the wild west, some gang is attempting to rob a train. During the robbery, one of the heist men's horses suffered from a gunshot wound and was unable to continue. Once the gang was fleeing, the rider of the wounded horse asked the gang leader to double-ride with him. The leader looked around and said something along the lines of "the mare can't hold both of us", and rode on. I believe that so far the story was told from the viewpoint of the leader. After the events I described, he wakes up to find himself being a banker many years later (it was all a dream), sitting across a man who's trying to get some sort of loan approved. The banker thought, and finally replied "the mare can't hold both of us". Upon refusal, the customer killed himself.

Additionally, I'm pretty sure that the author was American (and rather known, probably wrote many short stories). Any help or leads would be much appreciated.

Answer 1

"Bolivar cannot carry double."

If that rings a bell, this is likely to be "The Roads We Take" by O. Henry.

Bob Tidball and "Shark" Dodson rob a train, and Bob suggests that they ride together on Dodson's horse, Bolivar, when his horse breaks a leg. But:

"Set still," said Shark. "You ain't goin' to hit no breeze, Bob. I hate to tell you, but there ain't any chance for but one of us. Bolivar, he's plenty tired, and he can't carry double."

...

The expression on Dodson's face changed in an instant to one of cold ferocity mingled with inexorable cupidity. The soul of the man showed itself for a moment like an evil face in the window of a reputable house.

Truly Bob Tidball was never to "hit the breeze" again. The deadly .45 of the false friend cracked and filled the gorge with a roar that the walls hurled back with indignant echoes. And Bolivar, unconscious accomplice, swiftly bore away the last of the holders-up of the "Sunset Express," not put to the stress of "carrying double."

And then:

I am telling you that Dodson, of the firm of Dodson & Decker, Wall Street brokers, opened his eyes.

The differences here being that Dodson is a broker, not a banker, and he makes a decision that will bankrupt an old friend of his. It's not known what the decision's consequences are, the story simply ends with the line quoted at the start of this post.