Buy the gun and not the story. With no provenance it is just another couple of old guns.
If you had one of these types of guns, I bet it would still bring a pretty penny...IF you could prove it actually went through the famous person's hands. Although some provenance can be pretty airtight, I think it would be pretty hard to prove something like this, if not impossible.Both Wyatt Earp and Bat Masterson were known for picking up old revolvers, and selling them to admirers - along with the tale - whenever money was needed.
Frank James had a barrel full of old revolvers in his mother's outbuilding - she sold them as the opportunity presented itself, and did so up until her death.
These old boys weren't the only ones who did so, in a time when there was no way to disprove anything.
That's why 'provenance' became so important.
+1For many gun shows, Bobby McNellis - the now-deceased owner of El Paso Saddlery - used to carry a Colt's 'Lightning' with a tag reading 'This Is The Only Colt's Lightning Not Owned By Billy the Kid'.