So let's cover what we know. Walt's wife is murdered. (Possibly a paid hit, but that's not important right now.) Walt tracked the guy down in Denver, but he and a few friends of his damn near beat Walt to death. So Henry goes to Denver, finds the guy and tells him he's a dead man, then sends Hector, a local thug from the rez, to handle it. But Hector is one of those spiritual hoods, believeing that "only the Great Spirit should decide who lives and who dies", and just kicked the guy's ass and took some of his teeth to give to Henry. Henry tells Walt his wife's killer is dead. My question: If the entire truth comes out, how much trouble is Walt in? He didn't know of the plot, and only found out after the fact. There's really nothing to lock him up for, right?