A famous bearer was Jesse James (1847-1882), an American outlaw who held up banks and stagecoaches. He was eventually shot by a fellow gang member for a reward. Another famous bearer was the American athlete Jesse Owens (1913-1980), whose real name was James Cleveland (or J. C.) Owens.
This name was very popular in the English-speaking world at the end of the 19th century. Though it declined in use over the next 100 years, it staged a successful comeback at the end of the 20th century. The American sitcom Will and Grace (1998-2006) may have helped, though the name was already strongly rising when it premiered. It was the top name for girls in England and Wales in 2006.
This name was fairly common in France, England and the United States in the early 20th century. It became quite popular in France and England at the end of the 20th century, just when it was at a low point in the United States. It quickly climbed the American charts and entered the top ten in 2014.