People today in the West (western civilization, USA, Canada, Europe and Australia, etc.) live in a fool’s paradise. We forget that until recently, everything was “small town”. We lived in neighbourhoods where everyone knew everyone else’s business, an strangers were immediately noticed. In the days before autos, travel was limited to walking/riding speed unless you were rich enough to afford train travel. Police were similarly limited in their responses.
We leave our homes with plate glass windows unattended while we go to work and school, and expect to find them intact when we return. Police can respond in minutes thanks to telephones and automobiles, and can positively identify people with fingerprints and photographs, sent out over the wire to other locales immediately - all criminal control abilities that did not exist 150 years ago. The best they could do was artist impressions and telegraph.
Plus, in a small town/neighbourhood atmosphere, everyone knew everyone else’s business - you shopped down the road from your house, you did not jump into a car and shop anonymously halfway across town. Before air conditioning, people sat on porches or stoops and saw the world go by. You met the people you worked with, the merchants you frequented, the parents your kids go to school with, they could guess what money you had, etc. They know what horse you owned and what saddle was yours, whether you had a plaid blanket or a grey blanket under the saddle. You could probably only afford 3 or 4 sets of clothes and your neighbours would recognize those too.
Here’s my guess - everyone looked out for each other, even if just to be nosy and gossip. Everyone recognized new faces and the nosy Nellies would make a point of seeing what was going on. The idea that you could wander up to the saloon like we go into a mall today, un-noted and ignored, is false. The idea you could help yourself to a horse and a passerby would not ask you what you were doing, or whether you had the wrong horse, or yell into the saloon “hey Jack, someone’s taking your horse and he went southward!” - not likely. If you found a farmhouse in the country, the horses would alert the owner or his grandpa or his wife or his six kids that some stranger was approaching, if the dog didn’t. If there was some trouble passing through town, the locals would have told each other about it - “some confederate soldiers on the lam, keep the gun loaded and nearby and watch your livestock.” A horse, like a car today, is not something casually left around.
(Many crimes of the day in the 100 to 300 years ago are along the lines of - old guy keeps too much to himself, people begin to guess he has money which becomes “miser with treasure hidden in house”. Bunch of trouble makers with poor decision-making ability break into the guy’s house and torture him to death looking for non-existent treasure; all thanks to nosy neighbours and the rumor mill.)