According to the guard, Jimmy got his pardon from where? |

The guard did not tell Jimmy he had been pardoned. He only escorted him to the warden's office

There the warden handed Jimmy his pardon, which had been signed that morning by the governor.

The warden refers to the fact that Jimmy had gotten "sent up on that Springfield job." There are many towns in America named Springfield, but it is most likely that the warden is referring to Springfield, Illinois, which is the capital...

The guard did not tell Jimmy he had been pardoned. He only escorted him to the warden's office

There the warden handed Jimmy his pardon, which had been signed that morning by the governor.

The warden refers to the fact that Jimmy had gotten "sent up on that Springfield job." There are many towns in America named Springfield, but it is most likely that the warden is referring to Springfield, Illinois, which is the capital of that state and the place where the governor would preside. When Jimmy gets released from prison, he pulls off three safecracking jobs in banks located in Richmond, Indiana, Logansport, and Jefferson City. Logansport is located in Indiana, and there is a Jefferson City in that state. So Jimmy's area of operations seems to be in Illinois and adjacent Indiana. Apparently he was pardoned by the governor of Illinois. Jimmy has a lot of connections, and the governor was probably doing one of them a favor, if not accepting a cash bribe. The warden shows he knows all about Jimmy's important friends in this excerpt from their conversation:

"Let's see, now. How was it you happened to get sent up on that Springfield job? Was it because you wouldn't prove an alibi for fear of compromising somebody in extremely high-toned society?

A little later in the story Jimmy will move to Arkansas because he feels he is getting too "hot" in the Illinois-Indiana area. There he will fall in love at first sight with Annabel Adams and decide to reform. He changes his name to Ralph D. Spencer and becomes a prosperous small-town businessman. But his past catches up with him because of the three bank jobs he had pulled in Indiana. There will be no pardon the next time. If he was serving four years for one job in Springfield, he might get sentenced to twelve years for three bank jobs. No governor is likely to be persuaded to pardon him for three serious crimes. As Ben Price, the private detective, is heard to remark:

"Yes, I guess I want Mr. Valentine. He'll do his bit next time without any short-time or clemency foolishness.”

Jimmy probably hadn't wanted to pull three safecracking jobs in a row in Indiana, but he needed to accumulate a certain amount of capital before he could take time off and lie low. O. Henry specifies that he only got "a scant eight hundred dollars" on the first job in Richmond and fifteen hundred dollars in Logansport. But then he got five thousand dollars on the third job, which was in Jefferson City. After that he was able to go underground for as long as he pleased. The big Jefferson City haul enabled him to move to Elmore, Arkansas and set up a shoe business as a "front" from which he planned to raid banks in a fresh territory.