Fredrick Russel Burnham. He was in Tombstone in Wyatt Earp's day. Scouted for the US Army in the Apache wars.
Pleasant Valley war family feud which had more deaths than Hatfield v McCoy, Johnson Country War (Heaven's Gate), Lincoln Country War (Billy the kid). In Pleasant valley war he was a poor young man but he had lodging in 3 houses, 3 horses, 3 names, 3 different occupations, When things got 'hot' he moved to another town temporarily and became one of his alternate identities.
None of that made him famous. He became famous when he moved to Africa and became a Boer scout in their battles against tribes. Left for Klondike gold rush. Came back when the King of England offered him big money to become the chief scout for the British in the Boer wars (England vs. the Dutch Boers). Received the DSO from the King.
Baden Powell, who founded the boy scouts, served as a scout under Burnham in Africa and used his attire for the Boy Scout uniform in England.
Wouldn't you know his wife's property turned up oil wells and he became an oil and airline tycoon and became a regular in Roosevelt's cabinet (largely because Teddy enjoyed his stories of the old days).
Through it all he carried the same Remington 1875 which he bought as a youngster in Arizona. Somewhere along the way, the grips became hippo ivory.
https://www.outsideonline.com/culture/books-media/most-interesting-man-world/