My question is on the out law Jesse James?

I love history ,its a pion for me . I always like to read history books on any subject of the past. world and our history but my question is this : does anyone know for sure if the out law Jesse James ever was a spy or work for the C.I.A in the 1800's or was he a Confederate solider . I read some where that he was good at one time and then turn bad for a reason. any history smart people out there ?