Three weeks before this, General Penrose had left the Post with a command of three hundred men. He had taken no wagons with him. His supply train was composed of pack mules. General Carr was ordered to follow with supplies on Penrose's trail and to overtake him as soon as possible. I was particularly anxious to catch up with Penrose's command, as my old friend, "Wild Bill," was among his scouts. For the first three days we followed the trail easily. Then we were caught in Freeze-Out Cañon by a fearful snowstorm. This compelled us to go into camp for a day. It now became impossible longer to follow Penrose's trail. The ground was covered with snow, and he had left no sign to show in which direction he was going. General Carr sent for me, and told me it was highly important that we should not lose the trail. He instructed me to take some scouts, and, while the command remained in camp, to push on as far as possible to seek for some sign that would indicate the direction Penrose had taken. Accompanied by four men, I started out in a blinding snowstorm. We rode twenty-four miles in a southerly direction till we reached a tributary of the Cimarron. From here we scouted up and down the stream for a few miles, and at last turned up one of Penrose's old camps. It was now late in the afternoon. If the camp was to come up the next day it was necessary for us to return immediately with our information. We built a fire in a sheltered spot, broiled some venison we had shot during the day, and after a substantial meal I started back alone, leaving the others behind. It was eleven o'clock when I got back into camp. A light was still burning in General Carr's tent. He was sitting up to await my return. He was overjoyed at the news I brought him. He had been extremely anxious concerning the safety of Penrose. Rousing up his cook, he ordered a hot supper for me, which, after my long, cold ride, I greatly appreciated. I passed the night in the general's tent, and woke the next morning fully refreshed and ready for a big day's work. The snow had drifted deeply overnight, and the command had a hard tramp through it when it set out next morning for the Cimarron. In many ravines the drifts had filled in to a great depth. Often the teamsters had to shovel their way through. At sundown we reached the Cimarron, and went into a nice warm camp. The next morning, on looking around, we found that Penrose, who was not encumbered with wagons, had kept on the west side of the Cimarron. Here the country was so rough that we could not stay on the trail with wagons. But we knew that he would continue down the river, and the general gave orders to take the best route down-stream, which I found to be on the east side. Before we could make any headway with our wagon trains we had to leave the river and get out on the divide.