Veoh has it online, but you have to download their player to see it:
Watch I Shot Jesse James (1949, Samuel Fuller) in Drama | View More Free Videos Online at Veoh.com
Downloading veoh has always caused me problems, but it's been easy enough to uninstall it after I've watched the video. Not this time. It had a weird frame that appeared at the top of my google searches even after I uninstalled the thing. There was also an icon in my toolbar that stayed after the uninstall, too. I had to take that out manually, but the frame in the google search results remained, and I couldn't find any way of getting rid of it. I had to do a search of my computer for related files and folders and uninstall each one and then restart my computer before it went away. And I'm still not sure it's completely gone. Never again! For reviews from people who have had similar problems look here and here.
The New York Times calls the movie "a very mild pretense at being an entertainment." Criterion has this film available in a box set of Fuller's work that also includes The Baron of Arizona (Vincent Price) and The Steel Helmet. DVDTalk says,
The inexpensive I Shot Jesse James comes a year before the acknowledged beginning of the 'psychological western' but is much more cinematically 'psychological' than either The Gunfighter or High Noon. The movie is also daring in content, suggesting perhaps for the first time that male relationships among cowboys might be stronger than their ties to their 'womenfolk.'MSN has an overview.