Al Jennings, if we are to believe him, was for several years a close friend of O. Henry (William Sydney Porter), perhaps America's favorite short-story writer. They met, Jennings claims, as outlaws on the run in Honduras, served time together in the Columbus, Ohio, Penitentiary at the turn of the century, and later met up in New York. Jennings, erstwhile lawyer, bank robber, and Hollywood consultant, was the subject of the 1951 movie Al Jennings of...