Jesse James Home, located directly behind Patee House, is a prime attraction in the historic city of St. Joseph, Missouri. The mansion was the residence of Jesse James, one of the most notorious outlaws of the 19th Century.Jesse James, also known as Jesse Woodson James, was born on September 5, 1847 to Reverand Robert James and Zeralda Cole. He learned a lot about guerrilla activities during the Civil War, and after the war he formed a gang of outlaws. Joseph.That Missouri home has been transformed into a museum that depicts the life and death of Jesse James. Established in 1997, the house is owned and operated by the Pony Express Historical Association.