https://youtu.be/6JNwuAb6TMs

As a young man before WWI Ken Maynard was a trick horse rider with Buffalo Bill's Wild West Show, in fact Jesse James brother Frank James and gang member Cole Younger also had a traveling show. So I'd take a educated guess when Ken Maynard recorded "Jesse James" he did it by memory. Also hears a wonderful link of the history of the outlaws life story.