I've written about The Assassination of Jesse James by the Coward Robert Ford before, but this will be interesting, honestly. After watching it again I was struck by how it is unclear, to him or the people around him, whether Jesse James is a real human being or a fictional creation. As one of the first celebrities in America's emerging media, the character of Jesse James was created in stories, books and magazines. This constructed persona is seen as more real than the man himself, and Jesse (in the film) feels stripped of his own identity, that the real man lives inside the character, leaving him bare and empty in reality. He begins to play the part of the character: he refers to himself in the third-person while telling a tale of Jesse James, and there is a sense that in his last scenes he is reading lines from a script. His death is then presented as a play, turning his real last moments into a rehearsal. Robert Ford, who had worshipped the image of Jesse James, finds this image to be destroyed and recognises him as 'just a human being.' After assassinating him Robert is victim to the same split personality, with the media turning him into a coward. He too is stripped of his identity, leaving him as depressed as Jesse.
There's something very intellectual to say about metafiction here, but that's being far cleverer than I feel like being.