I just got word that a cousin has a copy of Albert "Allie" Murray's marriage certificate to Agnes Dalton! I hope it will help me further with my efforts to uncover more about Allie (or Alley). I wrote about my initial research here: Albert Murray, aka Edward Mallory. At the time I wrote that post, it seemed the Dalton Gang connection was unlikely, despite family stories. But maybe the marriage certificate will yield some clues. Stay tuned!
UPDATE: 4/27/2014
Although I never found the marriage certificate, I did find this:
From the Sept. 20, 1909 Arizona Republican
Allan (but spelled Allen) was his brother's middle name, so I suppose this was the first phase of finding an alias, before he ended up as Edward Mallory. I haven't been able to locate him in the 1910 or 1920 census. Hard to tell what name he might have been using.
Oh, and just to confirm, Agnes was not from the Dalton Gang family. Her father emigrated from Ireland in 1880 and the family was living in Williams, AZ.