I copied these lyrics form Norm Cohen's book, "Long Steel Rail: The Railroad in American Folksong." There, this version is attributed to Harry "Haywire Mac" McClintock.

JESSE JAMES

1. How the people held their breath when they heard of Jesse's death,
Wondered how he came to die.
For the big reward, little Robert Ford
Shot Jesse James on the sly.
It was Robert Ford, that dirty little coward,
I wonder how he does feel;
For he ate Jesse's bread and he slept in Jesse's bed
And he laid Jesse James in his grave.

CHORUS 1: Jesse leaves a wife that'll moan [or "mourn"?] all her life.
The children that the left will pray;
For Bob Ford, the coward, that shot Mr. Howard
That laid Jesse James in his grave.

2. Jesse was a man, a friend to the poor.
He'd never see a man suffer pain;
But with his brother Frank, he robbed the Springfield bank,
And stopped the Glendale train.
It was his brother Frank that robbed the Gallatin bank
And carried the money from the town.
It was in this very place they had a little chase
And they shot Captain Sheets to the ground. CHORUS 1.

3. They went to the crossin' not very far from there,
And there they did the same;
For the agent on his knees delivered up the keys
To the outlaws, Frank and Jesse James.
'Twas on a Saturday night, and Jesse was at home,
Talkin' with his family brave.
Bob Ford came along like a thief in the night
And laid Jesse James in his grave.

CHORUS 2: Oh, they laid poor Jesse in his grave, yes, Lord,
They laid Jesse James in his grave.
Oh, he took from the rich and he gave it to the poor,
But they laid Jesse James in his grave.

4. Jesse went to his rest with his hand on his breast.
The devil will be upon his knee.
He was born one day in the county of Clay,
And came from a solitary race.
Now men, when you go out into the West,
Never be afraid to die.
They had the law in their hands, but they didn't have the sand
To take Jesse James alive. CHORUS 1, CHORUS 2.