J. Carrol Naish as Sitting Bull
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This movie is chock full of white actors and actresses playing the Indian characters, most notably the feathered headdress-clad character of Sitting Bull, played by J. Carrol Naish, who had over 200 movie roles and was known as the "one man UN" because of his many roles in a wide variety of ethnic groups.

The movie bears little resemblance to the life of Annie Oakley, but it's got a host of well-known songs. Also, while a wimpy ending, it is definitely a movie about a strong woman.