Here is another Missouri version, sung by May Kennedy McCord, 1939. Her guitar chords are given with the music.

Lyr. Add: JESSE JAMES (V)

Jesse James he was a man
Who was known throughout the land,
For Jesse he was bold and bad and brave;
But the dirty little coward that shot Mister Howard
Went and laid poor Jesse in his grave.

It was on a Friday night,
The moon was shining bright,
Robert Ford had been hiding in a cave;
He did eat of Jesse's bread
And he slept in Jesse's bed.
But he went and laid poor Jesse in his grave.

Refrain:
Jesse had a wife to mourn him all her life.
The children they were brave;
But the dirty little coward
That murdered Mister Howard
Went and laid poor Jesse in his grave.

It was Jesse's brother Frank
That robbed the Gallatin bank
And carried the money from the town;
It was in that very place
That they held a mighty race
And shot Captain Sheeks to the ground.

Then they went to the station
Not very far from there,
And there Frank and Jesse did the same,
And the agent on his knees
Delivered up the keys
To the outlaws Frank and Jesse James.

How the people held their breath
When they heard of Jesse's death
And wondered how he ever came to die;
But it was the sneaking coward,
The dirty Robert Ford
That shot Jesse on the sly.

Jesse went to rest
With his hands upon his breast,
The devil he will look him in the face;
He was born one stormy day
In the County of old Clay
And came from a solitary race.

Wm. Owens said he found several versions and 'half a dozen" tunes. he tells a story on himself: "I was so filled with hero-worship that when one of my teachers called Jesse james a highway robber and thief in class one day, I stood up to protest and finally marched out of the schoolroom in anger. I might add that most of the other children in school were also of my opinion." (The teacher must have been a new recruit from the north; no local teacher would have expressed such an opinion at that time (1915-1930)).
William A. and Jessie Ann Owens, 1976 (2nd. rev. ed.), Texas Folk Songs, pp. 78-80, with music. SMU Press, Dallas.