Sitting Bull did not agree to the treaty. He told the Jesuit missionary, Pierre Jean De Smet, who sought him out on behalf of the government: "I wish all to know that I do not propose to sell any part of my country." He continued his hit-and-run attacks on forts in the upper Missouri area throughout the late 1860s and early 1870s. The events of 1866–1868 mark a historically debated period of Sitting Bull's life. According to historian Stanley Vestal, who conducted interviews with surviving Hunkpapa in 1930, Sitting Bull was made "Supreme Chief of the whole Sioux Nation" at this time.
Sitting Bull had been baptized into the Catholic Church. James McLaughlin, Indian agent at Standing Rock Agency, dismissed these reports, saying that "The reported baptism of Sitting-Bull is erroneous. There is no immediate prospect of such ceremony so far as I am aware." In 1884 show promoter Alvaren Allen asked Agent James McLaughlin to allow Sitting Bull to tour parts of Canada and the northern United States. The show was called the "Sitting Bull Connection." It was during this tour that Sitting Bull met Annie Oakley in Minnesota. He was so impressed with Oakley's skills with firearms that he offered $65 (equal