Upvoted for the story of James...the rumor of his survival was a folk tale that I grew up on. From Wiki:

Rumors of Jesse James's survival proliferated almost as soon as the newspapers announced his death. Some said that Ford did not kill James but someone else, in an elaborate plot to allow him to escape justice. Some stories say he lived in Guthrie, Oklahoma, as late as 1948, and a man named J. Frank Dalton, who claimed to be Jesse James, died in Granbury, Texas, in 1951 at age 103. Some stories claim the real recipient of Ford's bullet was a man named Charles Bigelow, reported to have been living with James's wife at the time. Generally speaking, however, these tales received little credence, then or now; Jesse's wife, Zee, died alone and in poverty.

The body buried in Missouri as Jesse James was exhumed in 1995 and, according to a report by Anne C. Stone, Ph.D.; James E. Starrs, L.L.M.; and Mark Stoneking, Ph.D. titled Mitochondrial DNA Analysis of the Presumptive Remains of Jesse James, does appear to be the remains of Jesse James. A court order was granted in 2000 to exhume and test Dalton's body, but the wrong body was exhumed. Some people believed that Jesse James hid in the attic of a two story house in Dublin, Texas while he was hiding from the law.