Jim had been active in collecting evidence for his brother in his coming trial for the Ben Hargis murder. Rumors had come to him that he would be killed if he did not desist. He continued, however, and ignored the warning.

By this time the Cockrells, Marcum and many other residents of the town kept closely within doors at night. No one traveled the streets without a lantern. This might have been some protection for absolute neutrals, but must have been only an increasing source of danger to those who had grounds to fear for their lives. Confinement at home was therefore the best and the only reasonably safe policy.

Cockrell was shot at noon, July 28th, 1902, from the second floor of the court house.

He was standing on the opposite side of the “Temple of Justice,” talking to friends, when the shots were fired that took his young life. He was not dead when taken from the street. He was hurriedly removed to a hospital at Lexington the same afternoon, where he died on the following morning. Cockrell was town marshal at the time of his death.

Curtis Jett was later on indicted for the murder, together with others, and convicted, but not until after the death of Marcum was it that these prosecutions were set on foot. Marcum had repeatedly declared before his death that he had ample evidence to prove that Jett and two others fired the shots that killed Cockrell, and that the assassins had remained concealed in the court house the remainder of the day and made their escape at nightfall.

Jett and Cockrell had been enemies for some time prior to the murder. The week before the two had fought a pistol duel in the Arlington Hotel’s dining-room. Neither was wounded, friends interfered, and the affair ended without arrests being made. Curtis Jett was a deputy sheriff under Ed. Callahan.

Capt. John Patrick, a fugitive “from injustice,” as he put it, went to Lexington and there gave out a statement to the effect that he, one McIntosh and others had seen and recognized the Cockrell murderers. Patrick then left the country, but offered to return and testify if sufficient protection was afforded him. He did return and testified in the succeeding trials, although he dodged the officers sent after him for some time.

McIntosh was taken before the grand jury, but refused to testify. He was remanded to jail for contempt of court and remained there for four days. When finally he made up his mind to talk, he testified that he knew nothing whatever of the matter.

In the meantime, Jim Cockrell’s brother Tom had secured a change of venue to Wolfe County, to be tried there for the murder of Ben Hargis. The trial was to take place at Campton. Cockrell was taken there under an armed guard of twelve men. He was himself given a gun for defence.

When the trial was about to begin Judge Hargis refused to have anything further to do with the prosecution of the case, alleging that the transfer to Campton was but a scheme to assassinate him on the road thither.