Perhaps I am wrong to emphasize “The West” — but the James-Younger gang operated in these states: Missouri, Kentucky, Iowa, Texas, Arkansas, Kansas, and West Virginia. That encompasses a fair amount of the periphery of the Confederacy, where you can hit Northern interests (Banks and Railroads) while staying close to friends.
Except, of course, for their rather disastrous raid on Northfield, MN.
I was not disagreeing with your basic concept, simply pointing out that the association of these gangs with The West is not really accurate.