What can be learned from the story?

What we learn from "The Cop and the Anthem" is very similar to what we learn from O. Henry's story "A Retrieved Reformation." Once a person has started down the wrong road in life, it is very difficult, if not impossible, to turn around and go back. O. Henry himself had served several years in prison for embezzlement, and he never got over it. He wrote under an assumed name (his real name was William Sydney Porter), and he lived in fear that his past would become known. He had a truly terrible drinking habit, which must have been at least partly attributable to his memories and fears. He was said to be drinking two quarts of whiskey a day, and he died at the early age of forty-seven of alcohol-related diseases. Soapy in "The Cop and the Anthem" decides to reform but finds it is too late. Jimmy Valentine in "A Retrieved Reformation" actually does reform, but his past catches up with him and almost destroys his new identity and his new life completely.

Nathaniel Hawthorne starts his excellent story "Wakefield" by stating that he is seeking a moral to an actual event he read about in a newspaper.

If the reader choose, let him do his own meditation; or if he prefer to ramble with me through the twenty years of Wakefield's vagary, I bid him welcome; trusting that there will be a pervading spirit and a moral, even should we fail to find them, done up neatly, and condensed into the final sentence. Thought has always its efficacy, and every striking incident its moral.

At the end of the story Hawthorne states his moral explicitly, and that moral can easily be applied to "The Cop and the Anthem" as well as to the message of life itself.

Amid the seeming confusion of our mysterious world, individuals are so nicely adjusted to a system, and systems to one another, and to a whole, that, by stepping aside for a moment, a man exposes himself to a fearful risk of losing his place forever. Like Wakefield, he may become, as it were, the Outcast of the Universe.

Soapy heard an old familiar anthem being played on a church organ and felt inspired to become a respectable member of society once again. But he ended up serving three months on Riker's Island, which was what he had wanted in the first place. It was a lot easier to get sent to jail, even though he had had a few setbacks this time, than to turn his whole life around. Life is a lot like a road with many twists and turnings, as Robert Frost suggests in his famous poem "The Road Not Taken." Frost recalls a choice he made many years earlier and describes it as a fork where two roads led in different directions.

And both that morning equally lay
In leaves no step had trodden black.
Oh, I kept the first for another day!
Yet knowing how way leads on to way,
I doubted if I should ever come back.

And Omar Khayam expresses the same sobering truth centuries earlier in the Fitzgerald translation of "The Rubaiyat."

The Moving Finger writes; and, having writ,
Moves on: nor all your Piety nor Wit
Shall lure it back to cancel half a Line,
Nor all your tears wash out a word of it.

We would be lucky indeed if we could learn the whole lesson of life from one man's short story, but unfortunately we have to learn a lot of lessons for ourselves over the years; and "The Cop and the Anthem" is just one illustration of a general truth. Once a person has started down the wrong road in life, it is very difficult, if not impossible, to turn around and go back.