Is Jesse James a hero or a villain? Because all history is revisionist history, we'll never know for sure. For every book that comes out claiming Jesse to be a hero, there will be another portraying him to be a cutthroat killer who thought nothing of robbing and murdering to get his way. I spend a lot of time in the Kansas City area, and giving the wrong opinion can spring battles reminiscent of the Civil War. Jesse is either loved or hated. All I know is that legends make for good writing, and Jesse James has certainly brought the imaginations of many writers to the page.
Here's a challenge. Read up on Jesse James and write a short story about him. Who knows, maybe it'll turn into a novel. But whatever you do, the research will be half the fun.