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…showed last 75 words of 984 total…of their gang members were captured after that one. On April 3, 1882, Jesse was killed. Shot by Robert Ford for the reward money. After jesses death, Frank turned himself in. However, he was never convicted of anything. Yet in America, legends die hard. Relatives of on J. Frank Dalton believe that James actually faked his death and lived a long life as Dalton, who lived till 1951. Jesses death will always be a mystery to some people.