The following is a good example of Black defending against the Jerome Gambit with nefarious ideas of his own. (For perspective on this kind of "duel" see "Post Script".) He almost makes them work...
Wall, Bill - Royercordova
1. e4 e5 2. Nf3 Nc6 3. Bc4 Bc5 4. Bxf7+
4...Kxf7 5.Nxe5+ Nxe5 6.Qh5+ Ng6 7.Qd5+ Ke8 8.Qxc5 d6 9.Qc4
In his games Bill has chosen many different squares to retreat his Queen to. See "Spicy!" for alternatives.
This move is often part of Black's defense in the Jerome Gambit.
Bill has also faced 9...Qe7 10.O-O Be6 11.Qa4+ Bd7 12.Qb4 b6 13.Nc3 c5 14.Qb3 Be6 15.Qa3 Ne5 16.d4 Nc4 17.Qa4+ Kf7 18.d5 Black resigned, Wall,B - Guest4027845, Chess.com, 2015
10.O-O N8e7 11.d4 Nc6 12. c3 Bd7 13.f4 Rf8 14.d5 Na5
The game has proceeded along typical Jerome Gambit lines: White has a relatively safe King and two useful extra pawns; Black has an extra piece, but his King is stuck in the center. The position is slightly in Black's favor, but it is "messy". It is about to get a whole lot messier.
A calculated risk (Bill gives the alternative 15.Qd3). As Wilhelm Steinitz reportedly said, "A pawn is worth a little trouble". In this case, White gains a pawn and loosens Blacks position a bit, but he risks having his Queen trapped.
The proper order of moves will be important.
The idea here is clear. Bill gives a more refined version as a suggestion, 15...Bb5 16.Rf3 b6.
16.Na3 Rf7 17.Nc4
White's Knight races to help his trapped and soon-to-be-threatened Queen.
Black's best, as Bill pointed out, was 17...Nxc4 18.Qxc4 Kf8, allowing the Queen to escape but perhaps reamaining with an edge.
18.Nxd6+ Black resigned
After 18...Kf8 19.Nxf7 Qxf7 20.Qxf7+ Kxf7 21.Re1 White will have a Rook against Black's two Knights, but he will have four extra "Jerome pawns" to make up the difference.
Had Black played Bill's suggested 15...Bb5 16.Rf3 b6, White would not have been able to use his Knight for rescue and attack. For example, after 17.Na3, Black can simply retreat the Bishop with 17...Ba6, (although he could also win White's Queen with 17...Rf7 18.Nxb5 Rxc7 19.Nxc7+ Kf8 20.Nxa8 Qd8 21.Be3 Qxa8 22.Bd4 - White may have adequate compensation, however) when White's best chance is to complicate with 18.e5 dxe5 19.fxe5 Qd8.