Burnham was born on May 11, 1861 on a Dakota Sioux Indian reservation in Minnesota, to a missionary family living near the small pioneer town of Tivoli (now gone), about 20 miles (32 km) from Mankato. His father, the Reverend Edwin Otway Burnham, was a Presbyterian minister educated and ordained in New York; he was born in Ghent, Kentucky. His mother Rebecca Russell Burnham had spent most of her childhood in Iowa, having emigrated with her family from Westminster, England at the age of three. In the Dakota War of 1862, Chief Little Crow and his Sioux warriors attacked the nearby town New Ulm, Minnesota; Burnham's father was in Mankato buying ammunition at the time, so when Burnham's mother saw Sioux approaching her cabin dressed in war paint, she knew she had to leave and could never escape carrying her baby.

During this period, Burnham was one of the 18 officers selected by former U.S. president Theodore Roosevelt to raise a volunteer infantry division for service in France in 1917 shortly after the United States entered the war. A plan to raise volunteer soldiers from the Western U.S. came out of a meeting of the New York-based Rocky Mountain Club and Burnham was put in charge of both the general organization and recruitment. Congress gave Roosevelt the authority to raise up to four divisions similar to the Rough Riders of 1st United States Volunteer Cavalry Regiment and to the British Army 25th (Frontiersmen) Battalion, Royal Fusiliers; however, as Commander-in-chief, President Woodrow Wilson refused to make use of Roosevelt's volunteers. Roosevelt had been an outspoken critic of Wilson's neutrality policies, so even though Roosevelt had made several attempts to come to an agreement with Wilson, the President was unwilling to accept any compromise. In an astute political maneuver, Wilson announced to the press that he would not send Roosevelt and his volunteers to France, but instead would send an American Expeditionary Force under the command of General John Pershing. Roosevelt was left with no option except to disband the volunteers. He never forgave Wilson, and quickly published The Foes Of Our Own Household, a harsh indictment of the sitting president. These relentless attacks helped the Republicans win control of Congress in 1918. Roosevelt might have been a serious candidate for president in 1920 had he not died in 1919. During World War I, Burnham was living in California and was active in counterespionage for Britain. Much of it involved a famous Boer spy, Captain Fritz Joubert Duquesne, who became a German spy in both World Wars and claimed to have killed Field Marshal Kitchener while en route to meet with the Russians. During the Second Boer War, Burnham and Duquesne were each under orders to assassinate the other, but it was not until 1910 that the two men first met while both were in Washington, D.C., separately lobbying Congress to pass a bill in favor of the importation of African game animals into the United States (H.R. 23621). Duquesne was twice arrested by the FBI and in 1942 he and 32 other Nazi agents (the Duquesne Spy Ring) were jailed for espionage in the largest spy ring conviction in U.S. history. CANNOTANSWERAnswer this question using a quote from the following article:

What did he do in WWI?

Burnham was one of the 18 officers selected by former U.S. president Theodore Roosevelt to raise a volunteer infantry division