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In Firefly episode 1, Serenity, Mal gives Jayne the job of questioning the captured federal agent Dobson, who tries to persuade Jayne to turn his coat:

DOBSON: You kill me, there's nothing. But if you help me out, you'll have enough to buy your own ship. A better one than this piece of crap.

JAYNE: Does helping you out mean turning on the Captain?

DOBSON: Yes, it does.

[Jayne looks thoughtful. CUT.]

At this stage, it's deliberately left unclear whether or not Jayne will betray the crew. Later on, during the negotiations with Patience, the tension is maintained as Jayne sets the sights of his sniper rifle on Mal. But he shows his true allegiance during the gunfight, and later explains to Mal:

MAL: But he did try to make a deal with you, right? How come you didn't turn on me, Jayne?

JAYNE: Money wasn't good enough.

But that still leaves the issue of how Dobson managed to escape. We saw earlier that he cut through his bonds with some small piece of metal; was this a tool that Jayne gave him? It's possible that Jayne was going to turn against Mal, helped Dobson to escape, and then thought better of it later on.

Did Jayne help Dobson to get free, or was his loyalty never in question?

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    A detailed analysis of Jayne's motives and thought processes in this episode would be most welcome :-) – Rand al'Thor Jun 11 '16 at 12:34
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Jayne certainly seems swayed. In the original pilot script there was a line that was omitted that makes this even clearer.

JAYNE: Does helping you out mean turning on the Captain?

DOBSON: Yes it does.

[Jayne thinks a moment.]

JAYNE: Let's talk money, Larry.

That being said, in the final analysis it's pretty clear that Jayne didn't betray the Captain and help the agent to escape. While he might be willing to entertain betrayal for the right price, there's simply no way he would allow such an uncontrolled element loose on the ship, nor does he have any illusion that the officer has the ability to negotiate a reward, especially when under duress.

When he does (finally and inevitably) betray River and Simon, he does so on his own terms and at a place of his choosing in order to try to limit as many of the variables as possible.

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The way I always interpreted this was that Dobson was basically saying the bounty on the Tams was large enough for he and Jayne to split it and both be well off, if Jayne joined him. Since Jayne was thinking about that, he wasn't paying enough attention to the restraints (and possibly not to notice that Dobson had picked up the shard, he uses to cut them), and it was that inattention that made him make them less secure, so that Dobson could get away.

I think the point of the scene was more to show the audience Jayne's basically mercenary outlook. This was originally supposed to be the pilot and they needed to explain enough about each member of the crew to make everything later hold together. There was more cast backstory in Out of Gas and that reinforced Jayne's original nature, but at that point they were running as a series and Fox had not run the original pilot.

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