There is an interesting article at
The Delta Blues Web Site
Entitled "The Truth about Duncan and Brady, it begins: "Roughly 130 years ago, an event would transpire that would serve as the basis for the murder ballad Duncan and Brady that is still commonly played to this day. On October 6, 1880, Patrolman James Brady was shot and killed at the Charles Starkes Saloon in downtown Saint Louis, Missouri. A man by the name of Harry Duncan would be arrested, convicted and executed for the crime..."