He did indeed, Peace. After asking "Quien es?" and being shot by Pat Garrett, his next words were "JESUS H. CHRIST!! What the...?" and then made a lengthy confession (in Latin, the only language God knew at that time), promised to live a better life in the future, repented of all his sins, gave all of his worldly goods to the poor, and entered a monastery, where he died in 1998. He voted Republican in every election, too.

Most people don't know these things, and they're kinda secret. So don't tell anybody, okay?