You know the score: idiot savant guy falls in with psychopath gangster Jesse James, idolises him, then turns against him, kills him, becomes rich, famous, and hated, and then is killed by a mentalist. You don't need to see the film now, but you should, because it's great. I have not given away the plot, as the story it covers is a matter of public record.
One maybe interesting thing I was struck by was a possible parallel between Jesse James and the urban guerrilla character in the On The Run / Cavale film in that French Trilogy of linked films. The James gang started as guerrilla fighters in the American Civil War, and kept fighting when the rest of their side gave up. By the time the film is set, Jesse James seems almost washed up, for all his fame and notoriety – a man still going through the motions of fighting a war everyone else has forgotten about.