Buy a train ticket from Valentine to Riggs Station for just under $5, then get off the train at Riggs, quickly climb the water tower and jump onto the top of a carriage. May as well put your mask on at this point. You'll probably get a crime witnessed/reported message immediately but ignore it. Let the train leave the station, then make your way to the front, and when the train is on the very long, and very high bridge, hold him up and make him stop. There will be two armed guards on the train, so take them out as quickly as you can. They will come for you so you don't have to go looking for them. Now you have all the time in the world (because the lawmen can't get up to you) to make your way through the train, robbing from every passenger, and also looting from the mail cars. It would be a huge help at this point to have unlocked the fence as you're going to need to sell all the valuables to him, but also try and buy some dynamite before doing all this. There is usually a couple of safes in the mail cars. Equip dynamite, press R2/RT to set it on the safe, then ignite it and move back.
I make a run for it in the direction the train is facing when I'm done. Your horse won't be around, so you'll just have to run, and you need to avoid roads because the lawmen will be on horses and very, very fast. The best way I've found is to run to the end of the bridge, then turn left and just keep running, without going towards roads, until the 'investigating' bit is done. Before that, don't stop, even if you think you've lost them. You will have a bounty of around $50-$60 by this point, but between the cash looted and selling the valuables to the fence, I was making just under $200 per robbery, after paying off the bounty.
Heard the guys trousers etc in blackness. Dumped in middle of nowhere with all cores at zero and limping, strawberry float sake 