While the Battle of the Little Bighorn is a legendary episode in American history, what happened to Sitting Bull and his followers afterward is less well known. Ruthlessly harried by US troops, roughly twenty-five hundred Sioux Indians sought refuge in Canada. They crossed at the Cypress Hills near Fort Walsh, a North-West Mounted Police post that was under the command of Major James Walsh.

Faced with the possibility of a full-scale war uniting all the tribes in the area, Walsh laid down the law to Sitting Bull, promising to help the Sioux with food and ammunition strictly for...