Escape the Organ Rail

You are prisoners aboard the Organ Rail, a penal train clad in black iron, spewing blood-red smoke as it rattles across the tracks of the Big Nothing. Rumours say it's belly vault contains the confiscated swag of a thousand robberies gone wrong.
The next stop is Fort Gullet, where you will be hanged for your crimes, so you better get a wiggle on! To get out alive, you'll need enough supplies to get you across the sweltering sands to the swamp oasis of Slickwater; no straight shootin' lawfolk would ever set foot in that veritable rat's nest of thieves and outlaws. Yup, that's your only chance.
Of course, it couldn't hurt to have a look in the vault while you're here....could it?