Where are all the places that Jesse James live?

It depends on how you define "places he lived." He was born and raised in Centraville (now Kearney), Missouri. However, when he was on his crime spree, he traveled throughout the mid-west. For 16 years Jesse James and his gang robbed trains and banks in Missouri, Kentucky, and the midwestern states. The most famous bank robbery attempted by the James-Younger band was at the First National Bank of Northfield, Minn., on Sept. 7, 1876. Source: Answers.com