Martha Jane Canary-Burke, better known as Calamity Jane (May 1, 1852-August 1, 1903), was a frontierswoman and professional scout most well-known for her claim of being a close friend of Wild Bill Hickok, but also having gained fame fighting Native Americans.
"Calamity" Jane was born Martha Jane Cannary in Princeton, Missouri, the oldest of six children, having two brothers and three sisters. Her mother died in 1866 and her father died in 1867 (in Utah). She lived for a time in Virginia City, Montana. She received little to no formal education, but was literate. In 1868 she took on the role as head of her household at the age of 16 and moved her family to Fort Bridger, in Wyoming. She then moved them to Piedmont, Wyoming. She settled her siblings into life there, and strived to find a home that would welcome them in. In accounts from this period, Canary was described as being attractive, with dark eyes. She moved on to a rougher, mostly outdoor adventurous life on the Great Plains.
In 1870, she signed on as a scout, and adopted the uniform of a soldier. It is unclear whether she was actually enlisted in the U.S. Army at the time. From then on she mostly lost touch with her younger siblings, preferring to live a more wild and unsettled life. Calamity Jane, as she would become known, did live a very colorful and eventful life starting in 1870, but as historians have since discovered, she was prone to exaggerations and outright lies about her exploits.
Calamity Jane would often claim associations or friendships with notable famous Old West figures, almost always posthumously. For example, years after the death of General George Armstrong Custer, she claimed that she served under him during her initial enlistment at Fort Russell, and that she also served under him during the Indian Campaigns in Arizona. However, no records exist to show that Custer was ever assigned to Fort Russell, and he did not take an active part in the Arizona Indian Campaigns; he was tasked with handling the Plains Indians. It is more likely that she served under General George Crook at Fort Fetterman, Wyoming. This would be the first of her many false claims. 
Calamity did serve in one campaign in which General Custer was involved, following the spring of 1872. Generals Custer, Miles, Terry and Crook were dispatched with their forces to handle Indian uprisings near present day Sheridan, Wyoming, which would be called the "Muscle Shell Indian Outbreak", and is also referred to as the "Nursey Pursey Indian Outbreak". This is the only confirmed opportunity Calamity had to meet Custer, although it is unlikely that she did.
Following that campaign, in 1874, Calamity's detachment was ordered to Fort Custer, where they would remain until the following spring. During this campaign (and others involving Custer and Crook together) she was never attached to Custer's command.
She was involved with a number of campaigns in the long-running military conflicts with Native Americans. One story, told by her, has her acquiring the nickname "Calamity Jane" in 1872 by rescuing her superior, Captain Egan, from an ambush near Sheridan, Wyoming, in an area known then as Goose Creek, Wyoming. However, even back then not everyone accepted her version, and in another story it is said that she acquired it as a result of her warnings to men that to offend her was to "court calamity". Calamity Jane accompanied the Newton-Jenney Party into the Black Hills in 1875, along with California Joe and Valentine McGillycuddy.
One verified story about her is that in 1875 her detachment was ordered to the Big Horn River, under General Crook. Bearing important dispatches, she swam the Platte River, and traveled 90 miles at top speed while wet and cold to deliver them. Due to this action, she became quite ill. After recuperating for a few weeks, she rode to Fort Laramie, Wyoming, and later, in July of 1876, she joined a wagon train headed north, which is where she first met Bill Hickok, contrary to her later claims.
In 1876, Calamity Jane settled in the area of Deadwood, South Dakota, in the Black Hills, and she became friendly with Wild Bill Hickok and Charlie Utter, having traveled with them to Deadwood in Utter's wagon train. Calamity greatly admired Hickok (to the point of infatuation), and she was obsessed with his personality and life.
After Hickok's death on August 2nd, 1876, Calamity claimed to have been married to Hickok, and that Hickok was the father of her child, whom she said was born September 25, 1873, and whom she later placed up for adoption. There are no records to prove the birth of a child, and the entire relationship may have been a fabrication. During the period that the alleged child was born, she was working as a scout for the Army, and Hickok was touring in the eastern U.S. with Buffalo Bill. At the time of his death, Hickok was newly married (to Agnes Lake Thatcher, formerly of Cheyenne, Wyoming), and by all accounts completely infatuated with his wife.
However, it is noteworthy that on September 6th, 1941 the U.S. Department of Public Welfare did grant old age assistance to a Jean Hickok Burkhardt McCormick, who claimed to be the legal offspring of Martha Jane Cannary and James Butler Hickok, after being presented with evidence that Calamity Jane and Wild Bill had married at Benson's Landing, Montana Territory on September 25th, 1873, documentation being written in a Bible and presumably signed by two reverends and numerous witnesses.    
Jane also claimed that following Hickok's death, she went after Jack McCall, his murderer, with a meat cleaver, having left her guns at her residence in the excitement of the moment. However, she never confronted McCall, unless she did so by yelling at him after his arrest. Following McCall's eventual hanging for the offense, Jane continued living in the Deadwood area for some time, and at one point she did help save several passengers of an overland stagecoach by diverting several Plains Indians who were in pursuit of the stage. The stagecoach driver, John Slaughter, was killed during the pursuit, and Jane took over the reins and drove the stage on into its destination, at Deadwood.  Also in late 1876, Jane nursed the victims of a smallpox epidemic in the Deadwood area.
In 1884, Jane moved to El Paso, Texas, where she met Clinton Burke. They married in August 1885 and had a daughter in 1887. The marriage, however, did not last, and by 1895 they were officially separated.
In 1896, Calamity Jane began touring with Wild West shows, which she continued to do for the rest of her life. Throughout this period, she claimed to have been one of Hickok's closest friends, a story that over time became the version history most often remembered as fact. Jane died from complications of pneumonia in 1903. In accordance with her dying wish, she is buried next to Wild Bill Hickok in Mount Moriah Cemetery, overlooking the city of Deadwood.