The unhighlighted link above like so many other versions is similar, here's Ken Maynard's version. recorded in 1930.
Jesse James
Jesse James was a lad that had killed many a
man,
He robbed the Danville train;
But that dirty little coward that shot Mr.
Howard,
Has laid poor Jesse in his grave.
It was Robert Ford,that dirty little coward,
I wonder how does he feel?
For he ate of Jesse's bread,and he slept in
Jessie's bed,
Then laid poor Jesse in his grave.

Jesse had a wife to mourn for his life,
Three children, they were brave.
But the dirty little coward that shot Mr.
Howard,
Has laid poor Jesse in his grave.

Jesse was a man, a friend to the poor,
He'd never see a man suffer pain.
And with his brother Frank, he robbed the
Chicago bank,
And he stopped that Glendale train.

They went to the crossing not far from there,
And there they did the same.
With the agent on his knees, he delivered up
the keys,
To the outlaws Frank and Jesse James.

Jesse had a wife to mourn for his life,
Three children, they were brave.
But the dirty little coward that shot Mr.
Howard,
Has laid poor Jesse in his grave.

It was on Wednesday night,and the moon was
shining bright,
They robbed that Glendale train.
The people did say for many miles away,
It was robbed by Frank and Jesse James.

The people held their breath when they heard of
Jesse's death,
And wondered how he ever came to die.
It was one of the gang called little Robert Ford,
And he shot poor Jesse on the sly.

Oh! Jesse had a wife to mourn for his life,
Three children, they were brave.
But the dirty little coward that shot Mr.
Howard,
Has laid poor Jesse in his grave.