The Wild West first went to London in 1887. The Prince of Wales, later King Edward VII, requested a private preview of the show. He was impressed enough to arrange a command performance for Queen Victoria. The Queen enjoyed the show and meeting the performers, setting the stage for another command performance on June 20, 1887, for her Jubilee guests. Royalty from all over Europe attended, including the future Kaiser Wilhelm II and the future King George V.

On October 29, 1901, outside Lexington, North Carolina, a train crash involving one unit of the train carrying Buffalo Bill's show left 110 horses either dead or so badly injured that they had to be killed later, including Cody's mounts Old Pap and Old Eagle. No human performers were killed, but Annie Oakley's injuries were so severe that she was told she would never walk again. Fortunately, she did recover and later resumed her career.

In 1895, Cody was instrumental in the founding of the town of Cody in northwestern Wyoming. He first passed through the region in the 1870s and was so impressed by the rich soil, grand scenery, hunting, and proximity to Yellowstone Park that he returned in the mid-1890s to start a town. Streets in the town were named after his associates: Beck, Alger, Rumsey, Bleistein, and Salsbury. The town was incorporated in 1901.

He was very active in Freemasonry having been initiated in Platte Valley Lodge No. 32, in North Platte, Nebraska, on March 5, 1870. He received his second and third degrees on April 2, 1870, and January 10, 1871, respectively. He became a Knight Templar in 1889 and received his 32nd degree in the Scottish Rite of Freemasonry in 1894. When he passed away in 1917, he received a full masonic funeral--complete with pallbearers dressed in their Knights Templar uniforms.

On June 3, 1917, Cody was buried on Lookout Mountain, in Golden, Colorado, west of Denver, on the edge of the Rocky Mountains, overlooking the Great Plains. His burial site was selected by his sister Mary Decker.