Tatanka Iyotake ('Sitting Bull'). Here's an apocryphal story about his pipe-smoking I gleaned off the web:
"...in 1872, the Lakota warriors attempted to block construction of the railroad near the Yellowstone River. The U.S. Army was there to provide protection for the railroad and a battle ensued. As the battle turned into a standoff, the Oglala Lakota warrior Crazy Horse displayed his bravery by riding in front of the soldiers armed only with a spear. Then Sitting Bull stepped forward. He put his rifle on the ground and walked towards the line of soldiers with his pipe.
The soldiers began firing. With bullets kicking up the dirt around him, Sitting Bull sat down and shouted back to his fellow warriors, "Whoever wishes to smoke with me, come." Only four men, including Sitting Bull's nephew White Bull, sat with him as bullets buzzed past their heads and hit the ground at their feet and legs. The four men anxiously smoked as fast as they could, but noted that Sitting Bull "just sat and looked around and smoked peacefully."
After smoking the pipe, Sitting Bull calmly picked up a stick and cleaned out the pipe bowl before standing up. He then turned, and at a leisurely pace, walked back towards home as the bullets hit the dirt behind him. The Lakota warriors were in awe that not one bullet struck him during the entire episode and he had shown no fear. As White Bull later recalled, this was the "most brave deed possible" and "counted more than counting coup."
(Source: Philbrick, Nathaniel.
The Last Stand: Custer, Sitting Bull, and the Battle of the Little Big Horn. New York: Viking, 2010)
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