Jesse James and Roy Rogers were my big-time boyhood heroes. 'One mean hombre,' drawled our teacher - meaning Jesse had a gift for robbing banks, plus a killer instinct, and was quick on the draw. And he had a gang. The things I craved as an only child. I longed to be dangerous. I imagined him stinking of horse, swilling whisky, chewing cheroots. So, when I finally hit St Joseph in north-west Missouri where Jesse had lived, I wanted a sense of the place, to hear the echo of his hoofbeats.
St Joseph is Missouri's cowboy capital (pop: 72,000). It sees its future linked inextricably to the past. A tour of its 13 museums - from the Glore Psychiatric Museum, to the Patee House emporium, to the James House (where Jesse bit the dirt), to the Pony Express Museum and Stables - will take longer than it took to try Jesse's killer, Robert Ford, and get a conviction. Then again, my theory that Jesse was killed by his mother - based entirely on the facts - was not something that went down well on the streets. Whenever I mentioned it, looks suggested that I had escaped from a psychiatric wing.
The night I arrived, a state trooper was shot by a fugitive raiding a shop - an aberration as it turned out, for St Jo is a tidy town, amid rolling fields, set by the banks of the River Missouri, a place of fine mansions and lawns. It oozes prosperity. It boasts guys who tip their stetsons to womenfolk. To find it on the map, sketch diagonals from America's opposite corners. They'll cross at St Jo, the country's heartland, bang, slap, middle. Still, the people here call it the West. It retains that frontier feel, the sense of how it was when cowmen spread from the East and reached the boundary of the Missouri and everything else was the Great Beyond.
'I don't have a problem with Jesse James,' says Gary Chilcote, curator-director of the Patee House. 'He helps support this place. Done more good since he died than ever he did when alive.' The Patee House was the biggest hotel in town in 1860 when the pioneer Pony Express sent riders high-tailing towards Sacramento, 2,000 miles west, with government contracts locked in their saddlebags.
Down at the stables they'll show you the posters: 'Wanted. Young skinny wiry fellows not over 18. Must be expert riders, willing to risk death daily. Orphans preferred.' When you gaze at the murder weapons collection at the Patee House, you can guess that orphans were not in short supply around St Jo. Buffalo Bill was one of the Pony Express's couriers out of St Joseph in his early teens, earning $25 a week, a bonanza wage for the risk of being ambushed by Paiute Indians.
The Pony Express lasted 18 months before the telegraph usurped it. In the stables they've resurrected it in spirit. I stood in a bunkhouse and smelled its smallness, its vulnerability to attack, the shadow of history in the cobwebby dark of its corners. In the Patee House, St Joseph's eventful past is spotlit in unexpected ways (they exhibit the cowcatcher locomotive out of Hannibal to St Jo, that chuntered west across the plains at the mercy of outlaws). Chilcote shows me upstairs to the polished Buffalo Saloon, where the following week the Jesse James Ball was to be held, the ladies in gingham finery, the men in waistcoats, stetsons, and high-heeled cowboy boots, without spurs.
'Spurs is banned since the time they shredded the women's dresses,' Chilcote says, with a tinge of regret. He shows me the white-clapboard home outside, in the shadow of the Patee House: the abode of Jesse James. The bullet hole in the living-room has been there since 3 April 1882, when Jesse was shot by one of his gang, having turned his back to straighten a picture on the wall. 'God Bless This Home, ' it reads, still off kilter.
Over lunch at the Sunset Grill, I gaze across the wide Missouri and come to terms with Jesse's soft-boiled, middle-class, educated nature. His father, I've learnt, was a Baptist minister, his mother Zerelda a harridan, who brought her boys up strictly, to keep themselves tidy. Those I've talked to around St Joseph either eulogise Jesse or think him a skunk who shot 16 men, but even they seem queasy that Jesse was killed with his back turned. Next day I drive to the farm at Kearney, where Jesse grew up. Here Zerelda ruled the roost. The boys learnt to shoot and lay a table.
I read the inscription on Jesse's grave: 'Murdered by a traitor and a coward whose name is not worthy to appear here.' Zerelda wrote those words, as surely as Jesse was trained by her to straighten crooked pictures. Had Zerelda unwittingly led him to his death? 'Never thought of that,' says Phil Stewart, the guide. 'I blame the fact that he was lazy. Didn't wanna earn a living. What d'you think?' What I am thinking, to my surprise, is: whatever happened to Roy Rogers? But I look at Phil in silence, then I answer: 'Guess you're right.'
• Tom Adair travelled as a guest of the Missouri Division of Tourism and Continental Airlines. Reservations: 0800 776464) .For a free information pack on Missouri, contact Cellet Travel Services on 01564 794999
