This may or may not be relevant. My Mother's father lived in Terre Haute back in the 1870s or thereabouts. She loved to tell the story about her father and his brother running away from home. As family legend has it, they stopped at a farmhouse somewhere along the Wabash (she thought) for water. The woman who was home told them they could have some, but to "Hurry up because the James boys are on their way back." They, in her words, "skedaddled out of there". She always thought the woman was Frank's and Jesse's sister Susan, but that was never confirmed and I could never find any indication she even lived anywhere but in Missouri.

The story may be true, but the woman may have been another relative or no relative at all. I've always been curious.