Kind of confused about crime and bounties: I did a mission that involved shooting the heck out of a bunch of lawmen in the middle of a town. I was advised to put on my mask before committing any crimes, which I did, but I still managed to rack up a huge bounty and wanted status. What did I do wrong?
I wondered this also, but I think the bandana is just to slow down recognition without actually removing it. If you're standing around in a populated area shooting at will (poor Will), then a bandana isn't going to save you. Someone's going to identify you.