There are several versions of how Jesse James stole the Mexican gold, but they all have the same basic plot. The story goes that in 1875 Jesse and Frank James, along with Cole Younger and the rest of their gang, were just south of El Paso, in Mexico. At some point they stole a mule train carrying two million dollars of gold bullion and high-tailed it across Texas to the Indian Territory. Just as they reached the Wichita Mountains, near present-day Lawton, OK, a blizzard forced them to wait in the mountains until it cleared. They elected to bury the gold and come back for it later.
Things didn't work out. Jesse's gang was destroyed six months later in Northfield, MN but stories of the gold persisted for years (they persist to this day). The tale gained credibility when Frank James moved to Lawton to "farm". He did very little farming and it was obvious that he was looking for something, Mexican Gold being everyone's first guess. Frank apparently found a few caches, but he never found the Mexican gold. Frank eventually moved on, but the search continued.
Time has blurred whatever truths there might have been and now the search has its own plot-line. There is always an old map, often entrusted to an old prospector by Jesse himself. The prospector couldn't make any sense of it but hung on to it anyway. The map usually re-surfaces in the 30's or 40's when a "serious" search ensues. More tantalizing hints are uncovered, but no gold. The map disappears forever, but sometimes a rough copy, sketched from memory, survives and usually leads to a place called 'buzzard's roost' in the Keechi Hills near present day Cement, OK.
Legends always have layers of fact running through them, which is what makes them fun. This legend is really fun because its veins of truth are so thick and tangible...The James Gang and Dalton Gang were real, the Indian Territory was real, why can't the gold be real too? Maybe it is (I believe it's not). In the attached articles I dig into several aspects of the legend grounded in some version of reality. Turns out "truth" is subjective.
It all starts with Jesse, Frank, and Cole Younger
Was the main character real? Excellent question
Looked for Jesse's gold and unearthed the nugget The Unassigned Lands was founded on.
So where did the Mexican gold come from, anyway?
The Indian Territory
The conflict at the center of everything
The Three Guardsmen (and E.D. Nix)
These guys were the law? No wonder it was such a mess
Click HERE to see how the legend starts in The Unassigned Lands