Mamet's use of players is reminiscent of Orsen Welles (Joseph Cotten, Agnes Moorehead, etc.). Now, the minute I see Ricky Jay, I know that I am in the midst of a con. This is true even when Ricky Jay appears in non-Mamet works like The Prestige or Kidnapped. Now, in all honesty, I haven't seen all episodes of Kidnapped. It was cancelled by NBC before full denouement occurred. Still, I'm pretty sure Ricky Jay's character was involved in the crime. Isn't he always? Doesn't his very appearance in any film tell us, in shorthand, that everything is not what it seems, that people are playing a role, that "reality" is a very subjective concept?
In Heist, it was through Ricky Jay's character that I learned the most about the protagonist Joe Moore (Gene Hackman). You would think that Joe's love interest, Fran (Rebecca Pidgeon) would provide the window into his soul, but that was not the case. Fran was just as deflective and deceptive as Joe, so she only furthered illusions, not insight. Conversely, because Ricky Jay's character, Pinky, was onscreen the least of the major players, he seemed to be the most straightforward. Indeed, although Ricky Jay is famous for his sleight of hand, in this movie, his Pinky is always employing some level of honesty, even when knee deep in his gang's deception. Pinky says he has a bad leg as part of a ruse and -- in fact -- he does have a bad leg. Pinky claims he has a beloved niece to explain a planned oversight and, in fate-sealing time, we learn he does have a beloved niece. These small truths amid the grand lies, give a level of humanity to a character that might otherwise be expendable.
Early on in the movie, Pinky gets himself hit by a car to create a diversion so that Joe and his right-hand man Bobby (Delroy Lindo) can escape. As Bobby and Joe flee the scene, Joe asks Bobby how Pinky is. The simple question indicates that he cares about a friend's physical condition, even in the middle of a scheme. Later in the movie, after Pinky's life has been sacrificed to the scheme, Joe seems to have forgotten the man even existed.
Bobby is ready to lament their fallen comrade and remarks that it's a shame about Pinky. At first, Joe doesn't even hear him. He asks Bobby to repeat himself and then mechanically agrees that it's too bad about Pinky, without any true emotion. A scene later, Fran also comments that it's a shame about Pinky. Joe never brings up the subject himself and he quickly forgets it once someone else does. Joe calls Pinky's death the price you pay and is more interested in Fran's response to his observation than he is in Pinky's loss.
That's when you learn everything you need to know about Joe. If he can barely spare a thought for Pinky, a man he worked with for years, who casually risked his life for Joe -- though not his niece's life -- then how can Joe be expected to care for anyone else? In the last minutes of the movie we learn that Fran has also deceived Joe. And if you're tempted to wonder if her betrayal caused him real pain, then you remember Pinky, as Joe does not, and know that it couldn't have.
Joe tricked Fran last, but he also tricked her first. When he sent her to seduce their enemy Jimmy Silk (Sam Rockwell), Joe probably foresaw that she wouldn't return. He didn't care. There was never a question of whether Fran would be "taken from" Joe. He wasn't interesting in keeping. Jimmy Silk was dumb and coarse, he had nothing to attract Fran away from Joe, except his genuine attraction to her.
Bobby's rages, Pinky's niece, Fran's doublecross. Cardboard figures or not, in the end, we saw real emotion towards another character exhibited by all, except Joe. That's why he was the lead con, the last con. The ultimate role-player.