 After his training , Matthews was first stationed in Fort Huachuca in Arizona . At the time , the army was still using Native Americans as guides in the western United States . During his tenure in the state , he was regarded as an excellent marksman . Next , he joined General John J. Pershing 's campaign into Mexico in 1916 to hunt for Pancho Villa . Although Matthews admitted to never having met Villa , he would claim that " I knew where he was at . " When the United States turned its attention to World War I , Europe had no use for American cavalry , therefore Matthews and the 10th Regiment remained in the United States for the duration of the conflict . 
