I got better.
"I died, alright," you say. "I died, but I got better."
"We seent you hang," the bartender replied as you stroll up to the counter. He places a beer in front of you. It's warm and tastes like piss, but you've never been so thirsty. "We all know 'tweren't you what done that thing. It shoulda been him what hanged, but he seent you dead an' packed up t' leave town. His train more 'n likely done pullt away." You finish your beer and slam the mug back down on the table. "Well, then," you say, "ah reckon ah have a train t' catch."
Steal a horse and chase down that train. Head for the train's destination and hunt your target there.