Calamity Jane was born Martha Jane Cannary on May 1, 1852 in Princeton, Missouri. By age 12, her parents had died and she had to make a living by any means necessary.  During the following several years she wandered about the West working as cook, dance-hall girl, camp follower, and bawd and doing whatever necessary to earn a living.

In 1876, Calamity Jane settled in the area of Deadwood, South Dakota, in the Black Hills. It was an outlaw town, so her antics and drinking bouts did not seem out of place. There, she became friends with, and was occasionally employed by, Dora DuFran, the Black Hills' leading madam. She also became friendly with Wild Bill Hickok and Charlie Utter, having traveled with them to Deadwood in Utter's wagon train. Jane greatly admired Hickok (and, much later, others alleged she was attracted to him to the point of infatuation, and even claimed she was obsessed with his personality and his life). On August 2 Jack McCall shot and killed Hickok. Calamity took no revenge, as she later claimed, and McCall was legally hanged.  In late 1876 or 1878, Jane nursed the victims of a smallpox epidemic in the Deadwood area.

Jane left Deadwood in 1880 and drifted around the Dakotas and Montana. She next appeared in California and married E. M. Burke in 1885, and a daughter was born sometime before or after this. Alone again in the late 1880s and the 1890s, she wandered through Wyoming and Montana towns, drinking, brawling, and working, even in brothels. In 1896 she joined the Palace Museum and toured Chicago, St. Louis, and Kansas City; she was later fired for drunkenness.

In the spring of 1903, when Jane returned to the Black Hills, brothel Madame Dora DuFran was still running her business. For the next few months, Jane earned her keep by cooking and doing the laundry for Dora's brothel girls in Belle Fourche. In poor health, in late July 1903 she arrived at the Calloway Hotel in Terry, a small mining village near Deadwood, where she died on August 1 or 2. She was buried at Mount Moriah Cemetery next to Wild Bill Hickok.