Jesse James was an American outlaw and former Confederate guerrilla fighter in the Old West.
In the Timeless Universe
On April 3, 1882, James was saved from being murdered by Robert Ford, by Garcia Flynn. Because of this, five Americans and several Indians were killed over the course of one day who weren't supposed to die. Flynn then paid James to help him through Indian territory to find Emma Whitmore. After finding her, James then demanded that Flynn give him his machine gun as further payment.
James then ambushed Deputy Marshals Bass Reeves, Grant Johnson, Wyatt Logan, Rufus Carlin, and Lucy Preston. Using the machine gun, James killed Johnson, who wasn't supposed to die until 1929. However, he was then wounded by Logan. James then surrendered to Reeves, much to Logan's chagrin. However, James was then shot by Lucy in the back. He died on April 4th in this altered timeline, a day after he was supposed to die, originally. (“The Murder of Jesse James”)
Jesse James at Wikipedia