Sorry for the side trip, but y'all brought up a subject to which I'm closely connected.
Regarding the real Jesse James. My 2G Grandfather (Stephen Carter Ragan) was a school teacher in Kansas City. The first in the area. Jesse and his siblings were his students along with everyone else within 20+ miles at the time. Stephen went on to be a Capt in the the Confederate Army, and later a 2 term State Senator for Missouri.
The James, Younger, Chiles and Ragan families were very close. Actually, they all moved from the Lexington Kentucky area at the same time. I am related to the Younger, Chiles and Ragans. My 3G Grandmother's name was Sarah Younger, Aunt of the Younger brothers, Stephen's Carter Ragan's mother and wife of Jacob Ragan. They among 14 other families founded West Port Landing, now known as Kansas City.
Without going into a lot of detail -- My Grandfather told me a story how long after Jesse was supposed to be dead, he walked up to my 2G Grandfather and tapped him on the shoulder from behind. They were downtown KC. In any case, It was 20 years (1902) after the supposed assassination. If Jesse was dead, he sure made a good second coming according to my Grandfather. He said they spoke for a few minutes and he never saw him again.
Since I wasn't there, I have no idea whether my Grandfather was just telling stories or not. But Stephen was still alive until 1907 and my Grandfather, born in 1900, had many opportunities to be with him as a child. So, who knows? These people were close friends of the family.
I believe Jesse was granted amnesty, since he'd long cleaned up his act and was no longer chasing trains for a living...Pinkerton be damned. No love lost between the RR and Washington. Perhaps the feds let him off the hook.