In a 1939 letter to her niece Lillian Rafferty, Kate claimed that she was in the Tombstone area with Holliday during the days before the shootout. According to Kate, she was with Holliday in Tucson, Arizona when they attended the San Augustin Feast and Fair in Levin Park during October 1881. On October 20, 1881, Morgan Earp rode to Tucson to request Holliday's assistance with dealing with Cochise County Cowboys who had threatened to kill the Earps. She wrote that Holliday asked her to remain in Tucson for her safety, but she refused, and traveled with Holliday and Earp. Kate reminisced in the letter about her stay with Holliday at C.S. Fly's Boarding House which bordered the alley where the Gunfight at the O.K. Corral took place.
