The scout saw some of the absent Cheyennes come in, and listened to their reports.

They were of a laughable character; for they reported seeing strange sights and hearing strange sounds; and one even declared that he had seen a headless white man galloping round on a gray pony.

As Wild Bill’s pony was gray in color, and he had stooped low to keep from being seen, Buffalo Bill understood what gave rise to the Indian’s fancy of a headless white man on a gray horse.

This report made the more superstitious of the Cheyennes ready to accept the theory that the wild attack had been really the work of mischievous spirits from the near-by mountains.

Some of them looked off in the direction of the mountains, showing fear of them and a desire to remove themselves from their vicinity.

Confident that the Cheyennes knew nothing of the whereabouts of the girl, or of the Wolf Soldier, Buffalo Bill dropped behind as they moved on in a body, and succeeded in getting safely out of their dangerous company. Then he returned quietly toward the point where he had left Wild Bill.

“I’m looking for a headless horseman!” he said, when he rejoined his head. Then he explained, to the great amusement of his pard.

But Stevens was still missing.

“What next?” asked Wild Bill.

“I don’t know.”