Two years earlier:

The Bazine [Kans.] Leader (Nov. 3, 1887):

                                     JESSIE JAMES.    [sic]

Jesse James was the man
   Who traveled through this land
He robbed the Danville train,
   But the dirty little coward
Who shot Mr. Howard,
   Laid Jesse James in his grave.

                                     CHORUS.

Jesse James had a wife,
    She lived a mourner all her life;
Her chilleren they were brave --
    But the dirty little coward
That shot Mr. Howard,
    He laid Jesse James in his grave.

I went down to the depot
    Not very long ago,
While two burglars followed on behind;
They said to the agent
    Get down upon your knees
And deliver up the keys
    To Frank and Jesse James.    CHO.

It was on a Saturday night
    When the moon was shining bright
They robbed the Aurtaville [sic] train,
    It was one of the Younger boys
That opened up the safe
    And carried the money away.   CHO.

It was on Wednesday night
    When Jesse was at home
Courting his family brave,
    When one of his partners,
Who turned as a thief,
    Laid Jesse James in his grave.   CHO.

I went down to Russelville
    At just about noon,
While the people had gone to dine,
    Jesse stepped into the bank,
Says: I'll give you a couple of thanks
    If you hand out your greenbacks to me.

The people held their breath
    When they heard of Jesse's death,
Wondering how he ever came to die.
    He was shot down on the sly
By little Robert Ford
    Who laid Jesse James in his grave.

Jesse James he has gone,
    He has left his friends forlorn,
He has gone to the sweet by-and-by,
    His memory stands here
And will pass from year to year,
    Jesse James, good bye.

Russellville is on Cole Co., Mo., a few miles from Jefferson City. I haven't identified "Aurtaville," unless it be Wardsville, which is near by.