They escape through a hole in the alley behind the building. A group of bank robbers attack a bank and kill a police officer in episode 1x06 "Legacies".
Eric Dunn shoots a bank guard while fleeing a robbery in episode 5x07 "Vigilante".
Source: What's Filming
The team arrives at a bank robbery to find one of the thieves dying on the ground in episode 5x07 "Vigilante".