Life and Adventures of Calamity Jane - by Marthy Cannary Burk. Calamity Jane was a wandering American frontierswoman. Originally named Martha Jane Canary, in the late 1870s she was a familiar sight in Deadwood, Dakota Territory, where she became the companion of Wild Bill Hickok. She toured in Wild West shows and claimed to have been a pony express rider and a scout with General Custer's forces. Uploaded with permission of Bob Hicks (pdcbob@aol.com) of America Online's PDA Forum.