Gone the way of Jesse

The act of disappearing suddenly and inexplicably like Jesse Evans, noted outlaw.

John: "Where is Tom?"
Chris: "I haven't seen him in months - he musta gone the way of Jesse."

Gone the Way of Jesse

Disappeared from the face of the Earth like Jesse Evans - Noted Outlaw.

"Where has Joe been? "
"Man I don't know, he's gone the way of Jesse."