GMR is my favorite ride and has been since I was a child! It is true that there are two experiences, though they don't always run the western/bank robber scene (as others have posted) due to cost. If it is running, you will experience that if you are in the front car. The back car experiences the gangster. So, if you are going through te doorway from the room with the big screen, if they send you to the right, you will experience the bank robber. If you go straight or to the left, you will experience the gangster. If you see that people are loading to the right, simply ask and they will send you that way or have you wait for the next set of cars. They will try to accommodate you, though.
You have seen the scene, just not in full operation, though, if you have ever ridden the ride. When you experience the gangster and he is making his get away, the next room you come to is a western scene with John Wayne and Clint Eastwood. If you are not in the gangster car, the cast member will ask you what movie starred both actors and then say it was a trick question as they never appeared in a single movie together. Then, you will hear, "Somebody's robbing the bank!" The cast member will say not on her watch and enter the bank. The robber comes out and is shooting at people across the way and her sidekick (I want to say his name is Snake) is also shooting across the room. Then, the banke blows up and fire is shooting out the windows (that's where they high cost comes from). If you were in the gangster car, you still experience the shooting, but the bank won't blow up. The gangster will say that he's getting out of there and you move on. Then, on to the Alien scene.