According to Sammy Price, one of Decca's A&R staff in the 30s Jesse James taken from jail still in his prison clothes to the Decca studio. This may be unlikely.
Fellow Barrelhouse pianist Pigmeat Jarrett says of Jesse James:
"Me and him run together for a pretty good while...like I played here, he played there. Now they get me up there next, on this Friday, I'll be up there and he'd be down here. Now Saturday, he would be down here and I'd be up there. They would change around like that, you know. In different places. And at McLemore's and in the Farm House, that was up - this was in Lockland. This is up in the Farm House and down to John Tyson's, that's where the still was at. You understand what I mean, make the moonshine, where you got all the moonshine at, you know. If I tell you this, you won't believe it, but (they) clean the slop jars so, so if the law run in, they ain't gonna f**k with the slop jar. Cause they'd think it's, you know. But it's moonshine."