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McNally was a security guard at the Connecticut branch of the National Museum. One night in 1936, McNally was knocked unconscious and had his gun stolen by accountant Harvey Pondexter who was stealing from the museum. However, the sound of McNally being struck was overheard by Marion Ravenwood, who recognized McNally's voice, which in turn alerted her and Indiana Jones to Pondexter's theft and allowed the pair to give chase.