In the opening scene, there's a bit that seems to be describing how great Jesse James is: "Rooms seemed hotter when he was in them. Rains fell straighter. Clocks slowed. Sounds were amplified." At first glance this seems to clash with the rest of the film's characterization of James, until one realizes that most of those statements would be the same symptoms someone who is completely terrified would feel as their body is pushing them into fight or flight mode. People experience those things around Jesse James because they spend every moment around him being afraid for their lives.
At the end it is revealed that after being killed by Edward O'Kelly, there were no eulogies for Robert Ford, in sharp contrast to how Jesse James was treated after his death. However, you then realize that in a way, the film has been a eulogy for Ford, deconstructing the popular belief that he was a coward who killed the seemingly noble Jesse James.