On March 11, 1884, his older brother Ben Thompson was killed in San Antonio, Texas, in what became referred to as the Vaudeville Theater Ambush. For a time, newspapers speculated that Billy Thompson would seek revenge for his brother's death, but he never did. He roamed for a number of years, making his living as a gambler, and is believed to have never held any other employment, passing through Cripple Creek, Colorado, and often spending long periods in Houston and Galveston, Texas.
