Near the end when Cody has rescued the sightseers and has treated them to a taste of riding and shooting, Cody suggests to the tour master bringing the west back east for a show in the city, lampshading "Buffalo Bill's Wild West Show".
Jesse James was 13 at the official outset of the Civil War (the 1861 conflict at Fort Sumter), and Frank James was 18 at that time. So the James boys' ages were about accurate for their characters at that time.