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Calamity Jane was born on May 1, 1852 as Martha Jane Cannary in Princeton, Missouri. Martha Jane was the eldest of six children, having two brothers and three sisters. In 1874, she found work as a scout at Fort Russell. From her autobiography of 1896, Martha Jane writes of this time:

"In 1865 we emigrated from our homes in Missouri by the overland route to Virginia City, Montana, taking five months to make the journey. While on the way, the greater portion of my time was spent in hunting along with the men and hunters of the party; in fact, I was at all times with the men when there was excitement and adventures to be had. By the time we reached Virginia City, I was considered a remarkable good shot and a fearless rider for a girl of my age. I remember many occurrences on the journey from Missouri to Montana. Many times in crossing the mountains, the conditions of the trail were so bad that we frequently had to lower the wagons over ledges by hand with ropes, for they were so rough and rugged that horses were of no use. We also had many exciting times fording streams, for many of the streams in our way were noted for quicksands and boggy places, where, unless we were very careful, we would have lost horses and all. Then we had many dangers to encounter in the way of streams swelling on account of heavy rains. On occasions of that kind, the men would usually select the best places to cross the streams; myself, on more than one occasion, have mounted my pony and swam across the stream several times merely to amuse myself, and have had many narrow escapes from having both myself and pony washed away to certain death, but, as the pioneers of those days had plenty of courage, we overcame all obstacles and reached Virginia City in safety. Mother died at Black Foot, Montana, 1866, where we buried her. I left Montana in Spring of 1866, for Utah, arriving at Salt Lake City during the summer."

Accounts from this period described Martha Jane as being "extremely attractive" and a "pretty, dark-eyed girl." Martha Jane received little to no formal education and was literate. She moved on to a rougher, mostly outdoor adventurous life on the Great Plains.

Acquiring the nickname:

1885 Photos of Calamity Jane Martha Jane was involved in several campaigns in the long-running military conflicts with Native American Indians. Her unconfirmed claim was that:

"It was during this campaign that I was christened Calamity Jane. It was on Goose Creek, Wyoming where the town of Sheridan is now located. Capt Egan was in command of the Post. We were ordered out to quell an uprising of the Indians, and were out for several days, had numerous skirmishes during which six of the soldiers were killed and several severely wounded. When on returning to the Post we were ambushed about a mile and a half from our destination. When fired upon Capt Egan was shot. I was riding in advance and on hearing the firing turned in my saddle and saw the Captain reeling in his saddle as though about to fall. I turned my horse and galloped back with all haste to his side and got there in time to catch him as he was falling. I lifted him onto my horse in front of me and succeeded in getting him safely to the Fort. Capt Egan on recovering, laughingly said: 'I name you Calamity Jane, the heroine of the plains.' I have borne that name up to the present time."

One verified story about "Calamity Jane" is that in 1875 her detachment was ordered to the Big Horn River, under General Crook. Bearing important dispatches, she swam the Platte River and traveled 90 miles (145 km) at top speed while wet and cold to deliver them. Afterwards, she became ill.

In 1876, Calamity Jane settled in the area of Deadwood, South Dakota, in the Black Hills. She became friendly with Wild Bill Hickok and Charlie Utter, having travelled with them to Deadwood in Utter's wagon train. Jane greatly admired Hickok (to the point of infatuation), and she was obsessed with his personality and life. After Hickok was killed during a poker game on August 2, 1876, Calamity Jane claimed to have been married to Hickok and that Hickok was the father of her child.

Final years: 1881 – 1903

In 1881, she bought a ranch west of Miles City, MT, along the Yellowstone River, where she kept an inn. After marrying the Texan Clinton Burke, and moving to Boulder, she again tried her luck in this business. In 1893, Calamity Jane started to appear in Buffalo Bill's Wild West Show as a horse rider and a trick shooter. She also participated in the Pan-American Exposition. Calamity Jane was buried at Mount Moriah Cemetery (South Dakota), next to Wild Bill Hickok. Four of the men who planned her funeral (Albert Malter, Frank Ankeney, Jim Carson, and Anson Higby) later stated that since Hickok had “absolutely no use” for Jane while he was alive, they decided to play a posthumous joke on Wild Bill by giving Calamity an eternal resting place by his side.