on September 7, 1876, after a disastrous attempt at robbing a bank in Northfield, Minnesota, the James band fled to the rugged land of the eastern Dakota territories. they took shelter in a cave along the Split Rock Creek. of all the men involved in the raid, only Frank and Jesse remained alive and at liberty in the end. after holing up in the creek-side cave for several days, hoping that their pursuers would overlook them and move westward or give up the pursuit, thus allowing the remaining gang members to slip away. unfortunately for Jesse, however, the posse remained and saw the men emerge. legend has it that, in order to successfully thwart the angered pursuers, Jesse jumped his horse over the Split Rock Creek, at a Devil’s Gulch, closer to the town of Garretson, where the gap between the cliffs over the creek narrowed.