ブルーグラスには実在の人物を唄った歌も多い。このジェシージェイムズも開拓時代後期の列車強盗として、また金持ちからしか盗らなかった義賊として、兄のフランクと共に有名な人物である。
　何故ジェシーだけが唄になっているかというと、賞金稼ぎのハワードという男に背中から撃たれて死んだからで、アメリカの銃を持つ上での正義がそんな所にも見える。N.P.V.R.のレパートリーとして、ライブで必ず歌った。

Went down to the station, not many days ago

Did something I'll never do again

I got down on my knees and selivered up the keys

To Frank and his brother, Jesse James

O, Jesse leaves a wife, she's a mourner all her life

And the children, they were brave

But the dirty little coward, he shot Mister Howard

And he laid poor Jesse in his grave

O, Jesse was a man and friend to the poor

He would never see a man suffer pain

But with he brother Frank, he robbed the Chicago bank

And he stopped the Glendale train

* Refrain

O, the people in the West, when they heard of Jesse's death

They wondered how he came to die

It was Ford's pistol ball brought him tumbling from the wall

And it laid poor Jesse down to die

* Refrain

Now Jesse goes to rest with his hands upon his breast

And the devil will be upon his knees

He was born one day in the county of Clay

And he came from a solitary race

* Refrain

This song it was made by Billy Gashade

As soon as the news did arrive

He said there was no man with the law in his hand

Who could take Jesse James when alive

* Refrain