In 1888, the Lillies launched their own Wild West show, which they called "Pawnee Bill’s Historic Wild West". May starred in the show as the "Champion Girl Horseback Shot of the West." Their first season was a financial disaster. They re-organized as a smaller operation called "Pawnee Bill’s Historical Wild West Indian Museum and Encampment Show." That show was popular and financially successful. Lillie added Jose Barrera to the cast; he was widely popular performing as "Mexican Joe". In 1907, Lillie hired performers from a variety of backgrounds. The show included Mexican cowboys, Pawnee, Japanese performers, and Arab jugglers. The ensemble debuted as "Pawnee Bill’s Great Far East Show."