From Biography.com:
“Annie Oakley met Native-American leader Sitting Bull in 1884, and he was so impressed with her manner and abilities that he “adopted” her and bestowed upon her the additional name “Little Sure Shot.” Oakley and Butler then joined Buffalo Bill’s Wild West Show in 1885. The couple toured with the show for more than a decade and a half, with Oakley receiving the spotlight and top billing while Butler worked as her manager, assisting Oakley with her stunning displays of marksmanship.
Audiences were wowed. She could shoot off the end of a cigarette held in her husband’s lips, hit the thin edge of a playing card from 30 paces and shoot distant targets while looking into a mirror. She would also shoot holes through cards thrown into the air before they landed, inspiring the practice of punching holes in a free event ticket being referred to as an “Annie Oakley.” Oakley even entertained such royals as Queen Victoria and Kaiser Wilhelm II—and shot a cigarette out of his mouth.”
Source: http://www.biography.com/people/annie-oakley-9426141