 Lyons spent much of the 1890s in the Midwest as a member of a burglary gang led by Billy Burke, whom she would later marry.She returned to New York in 1895 and, after her arrest by police detective Stephen O'Brien, she was put under close police surveillance by Brooklyn detectives, under orders from Superintendent McKelvey.On the afternoon of June 21, 1896, Lyons entered a dry goods store at Sixth Avenue and Fourteenth Street.