I went to the Jesse James Museum when I was a kid. There was a wax figure of an old man, sitting at a table, and there was a sign describing the legend tahat Jesse actually live well into the 1900's. It left quite an impression on a little kid. I thought it was cool that my favorite outlaw may have actually died not long before I was born.
I don't know much about that legend, but my Dad told me that he had a lot of fans because the Union Army had done a lot of bad things to the properties of Jesse's family and friends, and that's what made him into an outlaw. He was seeking payback for the ruthless things that were allegedly done to his friends and family. It put a new thought into my little brain that outlaws may have had reasons for becoming society's worst behaving people. The funny thing is, I still have a little brain, and prove it almost daily!