Complex sentence: Ronnie, who has last money playing roulette, must cash in a check at the cashier's window, and he is accompanied there by Roy, but, unbeknownst to either of them, the cashier is being threatened by a man with a gun.
Split into simpler sentences: Ronnie, who has last money playing roulette, must cash in a check at the cashier's window, and he is accompanied there by Roy. But, unbeknownst to either, the cashier is being threatened by a man with a gun.