Joseph O . Shelby Joseph Orville " Jo " Shelby ( December 12 , 1830 – February 13 , 1897 ) was a noted Confederate cavalry general in the Trans - Mississippi Theater of the American Civil War . Early life and education . Shelby was born in Lexington , Kentucky , to one of the state ' s wealthiest and most influential families . He lost his father at age 5 , and was raised by a stepfather . Shelby attended Transylvania University and was a rope manufacturer until 1852 . He then moved to Waverly , Missouri , where he engaged in steamboating on the Missouri River and in running a hemp plantation . He was one of the largest slaveholders in the state . During the " Bleeding Kansas " struggle , he led a company on the pro - slavery side . The war years . In 1861 , Shelby formed a cavalry company and was elected its captain , leading it into battle at Wilson ' s Creek . Promoted to colonel , he commanded a brigade at Prairie Grove . Shelby led his " Iron Brigade " of Missouri volunteers on what was to be the longest cavalry raid of the war at that time , Shelby ' s Great Raid . Between September 22 and November 3 , 1863 , Shelby ' s brigade travelled 1 , 500 miles through Missouri , inflicting over 1 , 000 casualties on Union forces , and capturing or destroying an estimated $ 2 million worth of Federal supplies and property . He was promoted to brigadier general on December 15 , 1863 , at the successful conclusion of his raid . In 1864 , Union General Steele ' s failure in the Camden Expedition ( March 23 – May 2 , 1864 , ) can in no small part be laid to Shelby ' s brilliant and determined harassment , though in concert with other Confederate forces . Ultimately that Federal force was forced back to Little Rock upon the final destruction or capture of its supply trains at Mark ' s Mill . Reassigned to the Clarendon , Arkansas area , Shelby accomplished the rare feat of capturing a Union tinclad " USS Queen City " , which was immediately destroyed to avoid recapture . As summer was ending Shelby then commanded a division during Sterling Price ' s Missouri raid . He distinguished himself at the battles of Little Blue River and Westport , and captured many Union held towns , including Potosi , Boonville , Waverly , Stockton , Lexington , and California , Missouri . Shelby ' s adjutant was John Newman Edwards , who later as editor of the " Kansas City Times " was to almost single handedly create the anti - hero legend of Jesse James . After Robert E . Lee ' s army surrendered in Virginia , General Edmund Kirby Smith appointed Shelby a major general on May 10 , 1865 . However , the promotion was never formally submitted , due to the collapse of the Confederate government . Post war . In June 1865 , rather than surrender , Shelby and approximately 1 , 000 of his remaining troops rode south into Mexico . For their determination not to surrender , they were immortalized as " the undefeated " . A later verse appended to the angry post - war Confederate anthem , " The Unreconstructed Rebel " commemorates the defiance of Shelby and his men : Their plan was to offer their services to Emperor Maximilian as a ' foreign legion . ' Maximilian declined to accept the ex - Confederates into his armed forces , but he did grant them land for an American colony in Mexico near Veracruz . The grant would be revoked two years later following the collapse of the empire and Maximilan ' s execution . Reportedly , Shelby sank his battle flag in the Rio Grande near present - day Eagle Pass ( TX ) on the way to Mexico rather than risk the flag falling into the hands of the Federals . The event is depicted in a painting displayed at the Eagle Pass City Hall . The memory of Shelby and his men as " The Undefeated " is used as a distant basis for the 1969 John Wayne - Rock Hudson film by the same name . The historian Edwin Adams Davis of Louisiana State University in Baton Rouge penned " Fallen Guidon : The Saga of Confederate General Jo Shelby ' s March to Mexico " , first published in 1962 and reprinted a year after Davis ' death in 1995 . Davis was a descendant of one of Shelby ' s men . Shelby returned to Missouri in 1867 and resumed farming . In 1883 , Shelby was a critical witness for fellow ex - Confederate Frank James at James ' trial . He was appointed the U . S . Marshal for the Western District of Missouri in 1893 , and retained this position until his death in 1897 . He died in Adrian , Missouri , and is buried at Forest Hill Cemetery , Kansas City .