The Colonel and Little Missie (2005)

Western stalwart Larry McMurtry is still in the myth-busting biz. He digs deep into the tropes and legends of Buffalo Bill Cody and Annie Oakley, arguing they were the world's first superstars while disclaiming up front any attempt at straight biography. Rather, in a project that often reads like a college thesis, he examines the invention of a Wild West supershow in 1883 that would crystallize the frontier lore that exists to this day — Indian raids, massacres, and the cowboy hero. Unfortunately, The Colonel and Little Missie is weakened by poor organization, a tendency toward repetition, pointless time leaps, and long asides.