The woman named "Rosa" by the Mexicans was the daughter of a white woman captured by Apaches during a raid in the American southwest of the 1860s. Her mother died shortly after her birth, and her father and his band were killed by pony soldiers when she was six. Rosa was sent to live with a white family, but knew in her heart that she was Apache; she eventually escaped and returned to her people. Although she was accepted by the Apache, she felt the need to prove herself, and would dress as a man to steal ponies. Rosa once tried to steal ponies under the protection of Dazii, a.k.a. the Apache Kid. Dazii was also half-white, half-Apache, and had adopted the white name of Aloysius Kare, a scout for Fort Madison. Dazii foiled Rosa's theft and let her go, but she stole the ponies on a later attempt. Dazii tracked her down, and the two fell in love in the course of the encounter. They were married and given a blessing at their union by Goyathlay (Mexican name: Geronimo).
However, the Apaches were in danger of losing their lifestyle as white settlers continued to take their lands. Rosa chose to fight back alongside Goyathlay, while Dazii did not, believing that whites and Natives had to learn how to coexist peacefully. Dazii fought alongside the Rawhide Kid on behalf of the Colorado and Texas Line against the Santa Fe & Pacific railroads in the "railroad wars." When Goyathlay was due to surrender to American authorities in 1886, Dazii learned that Billy Tyler, son of the Santa Fe & Pacific railroad owner William Tyler, intended to have Goyathlay killed. Dazii sent Rosa to warn Goyathlay, and Billy Tyler was imprisoned.
Upon his release, Billy had Dazii killed. Rosa, who had not surrendered with Goyathlay, assumed the Apache Kid alias to hunt the killers. The Rawhide Kid heard of Dazii's death and aided Rosa against Billy, whom she killed. The elder Tyler hired Colonel Richard Trask to hunt Rosa and the Rawhide Kid, but the two evaded capture. Rosa eventually met up with Lozen, one of Goyathlay's surrendered warriors, and she requested that Rosa prevent a number of Apache children from being taken away by train to be reeducated by the whites. Rosa and the Rawhide Kid had the children brought to a train under their control, and when Trask pursued them in another train, the Rawhide Kid left Rosa to halt Trask's pursuit. He directed Rosa to bring the children to the town of Wonderment, Montana, which was populated mainly by ex-slaves. and was friendly to Natives.