In The Outsiders, Ponyboy and Johnny turn to Dally for help because Johnny has just killed Bob while defending Ponyboy, and Dally is the greaser most able to handle a crisis involving violence, police, and escape.
After the Socs attack them in the park, one of them forces Ponyboy’s head underwater in the fountain until he blacks out. When Ponyboy comes to, Bob is dead beside them, and Johnny’s switchblade is bloody. Johnny says, "I killed him." Ponyboy panics, while Johnny stays calm enough to decide that they should go to Dally.
Dally makes sense as their choice because he is experienced with crime and danger in a way Ponyboy and Johnny are not. He has a long criminal record and knows how to get away with breaking the law. When they find him at Buck Merril’s party and tell him what happened, he immediately gives them warm clothes, fifty dollars, a loaded gun, and directions to hide in an abandoned church in Windrixville. He also later lies to the police by saying the boys went to Texas, showing that he knows how to protect them from being caught.
They also go to Dally because, beneath his toughness, he is fiercely loyal to the greasers, especially Johnny. Earlier, Ponyboy thinks of Johnny as Dally’s "pet," while Dally is Johnny’s hero, and Dally is especially affected when he hears how badly the Socs once beat Johnny. So when Johnny and Ponyboy are terrified and in real trouble, Dally is both the most practical helper and the person Johnny trusts the most.
Their choice also shows how far the violence has pushed them from ordinary family help. Ponyboy has just run away after his brother Darry slapped him, and he tells Dally not to say anything to Darry or Sodapop. The boys move toward Dally’s dangerous world of violence and toughness, even though both of them are still scared and sensitive underneath.