The Life and Tragic death of Jesse James the Western Desperado written by * * * * * (one who dare not NOW disclose his identity) Philadelphia Barclay & Co. 1883.
Erastus Elmer Barclay was a Philadelphia pamphlet publisher from 1841 to the 1880‘s.
His first title, authored and published in 1841 in New York, was "Narrative and Confessions of Lucretia P. Cannon Who Was Tried, Convicted and Sentenced To Be Hung at Georgetown, Delaware, with Two of Her Accomplices, Containing An Account of Some of the Most Horrible and Shocking Murders and Daring Robberies ever Committed by One of the Female Sex."
During the Civil War Barclay turned from female murderesses to war-stories of female soldiers and spys, which gave plenty of scope for cross-dressing murderous women. One such was "The Lady Lieutenant; Or, The Strange and Mysterious Adventures of Miss Madeleine Moore." by Major W. D. Reynolds in 1862.
The last "true crime" publication under the Barclay imprint was in 1896 and featured the ghastly H. H. Holmes ; "Holmes, The Arch Fiend, or, A Carnival of Crime. The Life, Trial Confession and Execution of H. H. Holmes. Twenty Seven Lives Sacrificed to this Monstrous Ogre's Insatiable Appetite." published by A. Nielen of Cincinatti.
"Queer Books" Edmund Lester Pearson , Port Washington, N.Y. : Kennikat Press (1970, c1928)
“Lurid Literature of the Last Century The Publications of E. E. Barclay.” By Thomas M. McDade originally appeared in “The Pennsylvania Magazine of History and Biography,” Vol. LXXX, No. 4, October 1956.
“The Annals of Murders ; A Bibliography of Books and Pamphlets on American Murders From Colonial Times To 1900.” Thomas M. McDade. Norman, University of Oklahoma Press 
“The Imagined Civil War Popular Literature of the North and South, 1861-1865.” Alice Fahs, University of North Carolina Press. 2001.
*Jesse James images courtesy University of Alberta.