Read Recently -- June 2008 -- Legend of the Old West
Billy the Kid: the endless ride by Michael Wallis
Not a fanfic crossing the legendary outlaw with Neil Gaiman's most famous characters.
Wallis notes the Kid is basically a mythical character in the ongoing legend that is the American Wild West®, and tries to get at as much of the truth as he can. It's a short book, but then, it was a short life. The Kid died when he was only twenty-one (there is a popular theory that in fact he wasn't killed, but while Wallis acknowledges it, he doesn't seem to take it seriously).
He was born Henry McCartry, but no one really knows where (New York City is a popular choice). The first documented evidence of his existence is his attendance as a witness at his mother's wedding to his new stepfather, by which time Henry was already 14 years old. Shortly thereafter he began using his stepfather's last name, making him Henry Antrim. When, a few years after that, he became an outlaw, he became known as "Kid" Antrim, since the vast majority of young desperadoes were known as either "Kid" something, or "the Something Kid". When he got involved in the Lincoln County War, a violent clash between mercenaries hired by two competing mercanitle empires, he was going by the name William H. Bonney, but no one knows why. Shortly before his death by the gun of Pat Garrett (who was not, despite the mythology, a friend of the Kid) he became known as Billy the Kid. And after his death he began the titular ride, into popular mythology.
It's a good book. Wallis writes clearly, and does his best to cut through the nonsense without ignoring alternate theories to explain the holes between the facts .
Recommended for biography fans and western fans.