I'm reading an interesting book about the 1893 World's Fair in Chicago. Bill Cody's Wild West show performed near by because they were turned down as an actual fair event due to the themes of the fair. Anyway, he came to me in a dream too and I asked him about this very subject to which he replied "why that s.o.b. wasn't even born of the west, he's an imposter of the highest order and should never be associated with the name of good cowboys, especially my own good sir." That's what he said.

http://en.wikipedia.org/wiki/World's_Columbian_Exposition

Anyway, it's a very good book called "The Devil In The White City" by Erik Larson. It's about one of the architects of Chicago and said exhibition as well as being about a ghastly serial killer who used the fair as his stomping grounds.

http://www.randomhouse.com/crown/devilinthewhitecity/home.html