Elmer McCurdy knew the end was nigh. Trapped in an old barn, surrounded by sheriff’s deputies, he resigned himself to die. He popped open a purloined bottle of whiskey and took a pull. Might as well die as he lived, Elmer thought: stone-cold drunk. Gunfire crackled through the Oklahoma air for an hour before deputies realized Elmer had stopped shooting back. They cautiously approached the barn and there, shot through the chest, lay the state’s most wanted outlaw. The Pawhuska undertaker declared him deceased on Oct. 7, 1911, and, after embalming the corpse, waited for relatives to come forward. Elmer...