From another source:

http://urbanlegends.about.com/library/bl_black_jack_pershing.htm

Comments:  I consulted Dr. Frank E. Vandiver, professor of history at Texas A&M; University and author of "Black Jack: The Life and Times of John J. Pershing," to find out if there's any truth to the above, and he responded via email that in his opinion the story is apocryphal. "I never found any indication that it was true in extensive research on his Moro experiences," he wrote. "This kind of thing would have run completely against his character."

Similarly, I been unable to find any evidence corroborating the claim that Muslims believe that "eating or touching a pig, its meat, its blood, etc., is to be instantly barred from paradise and doomed to hell." It is true that Islamic dietary restrictions, like those of Judaism, forbid the eating or handling of pork because pigs are considered unclean. But according to Raeed Tayeh of the American Muslim Association in North America, the notion that a Muslim would be denied entrance to heaven for touching a pig is "ridiculous." A statement from the Anti-Defamation League characterized the claim as an "offensive caricature of Muslim beliefs."

In other words, it's just an urban myth, though probably we might want to put it on as an Urban Myth