Shorty,
Lots and lots of storys out there on this subject. Probably one of the more entertaining is at
http://www.shout.net/~bigred/JesJames.htm. An excerpt follows:
"The American Civil War "officially" ended at about the time General Robert Lee surrendered at Appomattox in April of 1865, but according to Del Schrader (Jesse James Was One Of His Names by Del Schrader, with Jesse James III. Arcadia, California: Santa Anita Press, 1975. Library of Congress Catalog Card Number: 74-33962), Nashville, Tennessee continued on as the underground capital of the Confederacy for nineteen more years. And as for the secret society known as "The Knights of the Golden Circle", it did not apparently disband until 1916.
"After Lee's surrender, a force of 2,000 Missouri cavalry and "a full regiment of Confederate-led Red Bone Indians from East Texas," led by General J.O. Shelby, headed south, into Mexico. (Schrader) They naturally went to join with their ally, the European puppet Emperor Maximilian. This force became threatened by Mexican patriots, followers of Benito Juarez. Sent to rescue Shelby's troops, says Schrader, was an elite force led by Colonels Quantrill and Jesse James.
"While in Mexico, Jesse James reportedly was introduced to Emperor Maximilian. James was enlisted to help the dictator smuggle a huge treasure out of his tottering empire. Included in the treasure were jewels and heirlooms of the House of Hapsburg, Aztec gold hidden, long ago, from the Conquistadores by servants of Montezuma, and a great quantity of other gold on loan to the emperor from the House of Rothschild.
"James and his band began moving the treasure northward. Shortly thereafter, they learned that Emperor Maximilian had apparently been executed by Juarez's patriots. But the emperor, says Schrader, had not been killed. Shot, with others, by firing squad, the bodies were loaded onto carts and hauled away for burial. At the gravesites, a group of Red Bone indians had infiltrated the burial ceremony. When they noticed signs of life in the emperor, the indians finagled the Mexicans into allowing them to give the "dead" dictator a separate burial. Maximilian was nursed back to health, and made his way to East Texas, where he was met by Jesse James.
"Grateful for the help James had given him, Maximilian gave him $5 million in gold. The Knights of the Golden Circle received an additional contribution of $12.5 million, says Schrader.
"Reportedly, Jesse James persuaded Maximilian to change his name to John Maxi and live undercover in America. James also reportedly went to Europe, found a look-alike of Maximilian's wife, Charlotta, and then smuggled the real Charlotta back to the U.S. There, she became re-united with her husband. Now buried in Maximilian's grave in Vienna, says Schrader, is a German seaman who had died in a gunfight in Vera Cruz. "Switching bodies is a subterfuge as old as mankind, and the Golden Circle certainly had no monopoly on this practice." (Schrader)"