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?