James and his cohorts eluded the Pinkertons

In January 1874, Jesse and Frank robbed a train at Gads Hill, Missouri, and their whereabouts were sought after by Pinkerton's National Detective Agency. Allan Pinkerton, a Scottish immigrant who had been the first full-time detective on the Windy City's police force before he founded the private agency in Chicago in 1850, was skilled at apprehending railway robbers. After the agency took on the James gang investigation in March 1874, a Pinkerton detective looking for Jesse and Frank in Missouri ended up dead. A Pinkerton agent looking for Cole and Robert Younger, two other members of the brothers' gang, was also killed.

Allan Pinkerton, an abolitionist who assisted slaves on the Underground Railroad, discovered a plan to assassinate President-elect Abraham Lincoln, and acquired military intelligence for the federal government during the Civil War, making catching the James brothers a personal mission.

Based on an old report that Jesse and Frank were at their mother's property, a party of Pinkerton agents carried out a raid there just after midnight on January 25, 1875. The agents tossed an incendiary bomb into the farmhouse, causing an explosion that killed Jesse and Frank's half-brother at the age of 8 and injured their mother Zerelda by causing her to lose a portion of her arm. After the raid, Jesse and Frank gained more support from the general public, and the Missouri state legislature even came close to enacting a bill that would have granted the men amnesty. Near Zerelda's farm, the James brothers also started a campaign of intimidation against their alleged adversaries, and in April of that same year, one of their mother's neighbors—a former Union militiaman who had helped the Pinkerton agents prepare for the raid—was fatally shot. Frank and Jesse's whereabouts were never further investigated by Allan Pinkerton.