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"Sometimes she'd turn on the radio and listen to old rock and roll from her younger days, groups like Lynyrd Skynyrd and Bob Seger," Michelle said. "She'd watch the sun set and then she'd go inside the RV and pull out a skillet and cook up some fajita meat with chopped onions.You know, it wouldn't have been the life I would have chosen for myself, but I couldn't help but admire her, doing her own thing and doing it her way. She loved being completely free."

In the late summer of 2004, Peggy Jo left a telephone message for Carla Dunlap, another friend from the marina.When Carla had developed breast cancer the previous year, Peggy Jo had checked on her nearly every day and had brought her a cap to wear when her hair began to fall out from chemotherapy."On the message, she asked how I was doing and she said she was about to hit the road," Carla said."And then she said,'And no matter what happens to me, always remember that I love you.' "

Concerned, Carla's husband, John, drove out to the park to see if he could find her and perhaps give her some money, but she was already gone.

Where Peggy Jo went still remains the subject of great speculation. Months later, people would say that they had seen her at Lake Texoma and Lake Lavon. Others would say they had seen her driving her RV through various East Texas towns. And some would say they had seen her in Tyler in October 2004, right about the time that an odd bank robbery occurred at the small Guaranty Bank on the southern edge of the city.According to the tellers, the robber was an older man with a round stomach and a scraggly mustache; he wore a dark floppy hat, baggy clothes, and gloves. He placed a green canvas bag on the counter and said, "All your money. No bait bills. No blow-up money."Then, after receiving a stack of cash (the authorities would not say exactly how much), he walked out of the bank and down a street. No one got a glimpse of his getaway vehicle.

One of the tellers did tell FBI agents that she was struck by the softness of the robber's voice; it sounded a bit feminine. What's more, the teller said, the robber's mustache appeared to have been glued on, and his stomach looked more padded than real.

Perhaps if Steve Powell was still working for the FBI, he might have had an idea who had committed the robbery. But by then he was retired, living on a ranch outside Lubbock, occasionally teaching seminars to bank employees about how to spot a bank robber. At the end of each seminar, he'd pass around a photo of Cowboy Bob and tell her story with a certain relish, like a man reminiscing about his first lover.

The agents who were investigating this robbery, however, brought in an older male suspect to take a lie detector test. After he passed with flying colors, they began investigating other men. If they had been told that their suspect was a sixty-year-old spinster who drove an RV with pretty purple curtains, they would have laughed out loud.

Peggy Jo's own family certainly had no suspicions that she had returned to her secret life. Periodically, throughout the fall of 2004 and the early months of 2005, she would call them from pay phones, telling them she was doing just fine. One afternoon, Michelle ran into Peggy Jo at a Wal-Mart in Garland where Peggy Jo was picking up supplies-a couple cartons of cigarettes, some paper towels, and fajita meat. "She seemed to be in great spirits," Michelle said. And this past May-May 4, to be exact-Pete happened to be in Kaufman County, east of Dallas, when he heard that Peggy Jo's RV was parked next to a small lake on a farm owned by a relative. "I drove out to see her, and we spent about an hour together," Pete said. "She pulled out a bunch of family photos from a big old box, and we looked at all of them. I've got to tell you, we had a really good time, the two of us. Then she told me she was going to be packing up shortly and leaving, hitting the road, going on one of her adventures. I said, 'You okay, Peggy Jo?' And she hugged me and said she was happy, and then I said,'See you later.' "

The next morning, Peggy Jo woke up and made her bed, smoothing out the wrinkles in the sheets and spreading a fake sheepskin blanket over the mattress, making sure the bottom edge of the blanket was as straight as a ruler. Nearby, hanging from two wooden rods, were her nicer clothes: a few pairs of blue jeans, a couple pairs of khaki pants, and six blouses, all of them neatly ironed. But on this particular morning, she put on a black long-sleeved shirt and a pair of black pants that she kept in a plastic drawer. From a shelf, she grabbed a sandwich baggie filled with makeup and applied some lipstick and rouge to her face, and she ran a brush through her graying hair. She looked at herself in a mirror that she kept on another shelf, right next to some photos of young children with freckles and lopsided grins-her grandnieces and grandnephews-and she then made her way to the front of the RV, where she kept a variety of sunglasses and wide-brimmed hats along with a couple of black wigs and hair extensions.

After choosing a large black straw hat that came down over her forehead and a pair of black sunglasses that practically covered the top half of her face, Peggy Jo slipped into the driver's seat and drove to Tyler, parking her RV next to a Jack in the Box, which happened to be across the street from Guaranty Bank, the very bank that had been robbed the previous October. Holding a black satchel, she stood at the street corner waiting for the traffic light to change; then she headed for the bank. She walked through the front door, past a sign in the lobby that read "You Need the Right Tools to Build Your Dreams," and said to the teller,"This is a robbery. I need all of your money. Don't set any alarms."

The teller, a young woman barely out of her teens, gave Peggy Jo everything she had in her drawer: $ll,24l. Peggy Jo's heart had to have started racing. This was big. This was like the robbery back in Mesquite in 1992. All she had to do was get out of there and head south, and she could finally get to Mexico and start her new life on a beach.

In her haste to get away, however, she made one simple mistake. She didn't check for a dye pack. It exploded as soon as she walked out the door, covering the money with red ink. A plume of red smoke also began to rise from the satchel as she headed back across the street, dodging traffic to get to her RV.

The smoking satchel caught the attention of a TXU crew working in cherry-picking buckets above the street. A young Tyler couple named Chris and Courtney Smith, who were driving away with their children from a nearby Wal-Mart, also saw Peggy Jo. Because of her disguise, however, they couldn't tell whether they were watching a woman or a man dressed as a woman. "I bet that person robbed a bank," Courtney said, dialing 9ll on her cell phone while Chris whipped the car around to follow Peggy Jo, ordering the children in the backseat to keep their heads down.

It just so happened that a group of FBI agents and Tyler police officers were out in their cars that very morning, cruising the streets. They literally were searching for bank robbers. Three banks had been robbed recently in the Tyler area, and the authorities believed that two or three young black men were the robbers.

As a matter of fact, when the police radios crackled with the news about Guaranty Bank, Jeff Millslagle, the burly senior agent in charge of the FBI's Tyler office, had just begun to interview a young black man in the northern part of the city who had been caught driving a stolen car. Millslagle and other FBI agents raced south in their unmarked SUVs. Officers from the Tyler Police Department also came roaring toward the bank, their sirens screaming, as did state troopers from the Department of Public Safety.

Within minutes, a posse of law enforcement officers and such curious citizens as Chris and Courtney Smith and their children were right behind Peggy Jo as she headed down the highway. Because the RV was going up a hill, it was not able to get above the speed limit. Its gears grinding, it lumbered past the Colonial Hills Baptist Church, the Heritage Baptist Church, a movie theater, and a skating rink. Exhaust billowed out of the tailpipe and floated over a field of bluebo