As an outlaw, it doesn’t mean that you’ll never become the receiving end of a crime. So far, this only happened to me once while entering a store. Since you’ll be most unlikely to be pickpocketed outside the city, be on a lookout when someone bumps into you. You should immediately notice that your money was deducted. You have to act quickly since a pickpocket won’t steal chump change; depending on how much you’re carrying, he may take at least 10% of it.
Fortunately, Arthur will immediately notice and the pickpocket will be marked as a red dot in your radar, allowing you to track him immediately. Give chase and threaten him. If he ignores you, you’ll have no choice but to take him down. However, since you’ll be most likely in an area with lots of witnesses, you have to take him out without gunning him down.
To do this without calling the attention of lawmen, close the distance and quickly equip your lasso. You should be able to stop him in his tracks. Hogtie the thief and loot him. You’ll get your money back, as well as whatever he’s carrying. In the example below, he took $93.68 from us but we got $243.56 in return. This method will not be registered as a crime and you won’t lose honor as well. You can then leave him there without causing further commotion.