I am hoping someone might have suggestions on where I could begin looking for potential criminal records or arrest warrants for the early 1900s in South Dakota?

My great-grandfather was born John Richard Hansen in Yankton, South Dakota in 1887. Sometime between April of 1910 when he is working on the family farm and July of 1915 when he fills out his WWI draft card, he has changed his name to Chester Bernard (sometimes Barnard) and is living in Minnesota.

My assumption is that he was in some kind of trouble with the law and that's why he changed his name and left South Dakota. However, I have also heard that he was married to multiple women at the same time, so he could have been leaving a wife behind perhaps?

I haven't been able to find any details on what may have caused the name change and would appreciate any suggestions on where to begin looking.