Jesse and his band while passing through Colorado on their way east have many exciting adventures. The great desperado is captured by the Indians, after a battle with United States Cavalry and is rescued by an Indian maiden. He blows up an Indian village with dynamite and performs other of the daring feats for which he was so noted during his career. In a mining city in Colorado, he saves the life of a sheriff and robs two banks, from which he and his men carry away more than a hundred thousand dollars.