When Bud thinks the cops have caught up with him, he compares them the Royal Canadian Mounted Police. The "Mounties" are the national police force of Canada, and their motto is "Defend the Law." In the 1930s there was a series of children's books about them, and in the books the Mounties' motto was "They Always Fetch Their Man."
More gangsters from the 1930s. Machine Gun Kelly and Al Capone. Here they are: