Sheriff Miller tells Bob to check his guns with Lon Carter as "Sunrise is kind of particular about strangers carrying guns". During the card game, after Bob (rightfully) accuses him of cheating, Mike starts to pull a gun from his vest, thus indicating he is not a "stranger" in Sunrise. Therefore, it seems that either Lon or the sheriff would have warned Bob about the "tin horn gambler".
Toward the end, the Narrator states "... the Wells Fargo Agent was the only man in Sunrise to treat him (Bob) as an equal." However, in the beginning, the sheriff tacked up Bob's "wanted" poster right below his own, indicating that he himself felt Bob was "an equal".