To arrive triumphantly. In the days of delivering freight by horse or mule drawn wagons, the teamsters would often festoon their rigs with ornate bells. If they became stuck or otherwise needed help from another teamster, they had to "pay" the one helping them get out of trouble by giving him or her some of their bells. Therefore, if you arrived at your destination without the help of anyone else, and perhaps even gave aid along the way, you arrived "with bells on."
He was shot at twice and missed once, nearly drownded crossing the crik, lost two horses and had to replace a wheel, but he needed no help and arrived with all his freight and WITH BELLS ON.