They can pop up while you're working and try and have away with all your hard worked for goodies so best get used to clobberin them now and locking them up in Sheriff Mae's Jail!
The first type are Claim Jumpers - No good dirty beatniks who want to muscle in on a fellers rightful land and steal his gold from under his nose!
The second type of crook are Greedy Bandits! They'll try to hijack your wagons of food and steal stuff from your stores!
And finally the third type are Cattle Rustlers, those darn good fer nothings want to have away with your animals!