In Europe, she performed for Queen Victoria of the United Kingdom, King Umberto I of Italy, President Marie François Sadi Carnot of France and other crowned heads of state. Oakley reportedly shot the ashes off a cigarette held by the newly crowned German Kaiser Wilhelm II at his request.

On March 5, 1922, Annie broke all existing records for women's trap shooting, hitting 100 clay targets in a row from 16 yards (15 m) at a demonstration in Pinehurst, North Carolina--proving she was still one of the best shooters in the world at age 62.

Frank Butler was so grieved by Oakley's death that he stopped eating and died 18 days later. He was buried next to her ashes.

During her lifetime, theatres began referring to complimentary tickets as "Annie Oakleys" because such tickets, which were traditionally punched with holes to prevent them from being resold, resembled the playing cards that Oakley would shoot up during her performances.

Annie Get Your Gun premiered on Broadway at the Imperial Theatre on May 16, 1946, and ran for 1,147 performances. Directed by Joshua Logan, the show originally starred Ethel Merman as Annie, Ray Middleton as Frank Butler, Harry Bellaver as Chief Sitting Bull, and William O'Neal as Buffalo Bill.