Please help me find a short story about the James brothers

Not just Frank and Jesse, and not just William and Henry. Instead, in this postmodern short story, all four of them were brothers. I would have read this back in the 80s, and it very possibly would’ve been written by someone in the tradition of John Barth or Frederick Barthelme. Any recollections sparked?

Huh. And it’s not this, though the existence of this does throw me off a slight bit.

http://www.powells.com/biblio/0345470788?&PID=32971