 In April 1897, the two women were sent home, while Cassidy and Lay began planning the robbery of a payroll shipment in Castle Gate, Utah.In a recent September 26, 2006 History Channel documentary on the Old West, this robbery is described as Cassidy's boldest.On April 21, 1897, the payroll arrived, and Cassidy and his gang members simply walked out in broad daylight and took it at gunpoint.