One morning, while Mother Bunker was amusing the four younger children in the house (for the twins and Margy and Mun Bun could not always go where Rose and Russ went) the two older Bunker children rode away from the big ranch house on that very wagon-trail that had led them into such a strange adventure the first day of their stay on Cowboy Jack's ranch. Rose rode on Laddie's pony, Pinky.

Russ and Rose had thought of something the night before, and they had planned this ride in order to do it. They had remembered Black Bear's wild Indians and the strange soldiers in blue. The two older Bunker children decided to try to find those strange people again, and the man and woman and baby at the brookside.

Just who those "white settlers" could be, and why they were living in that part of the ranch away from Mr. Cowboy Jack's nice house, neither Russ nor Rose had been able to make up their minds. Of course, there was a mystery about it, and a mystery was bound to worry the little Bunkers a good deal. They were persistent, and Russ, at least, seldom gave up any problem until he had solved it.

"I saw a picture in a big book at the ranch," said Rose to her brother, "and in it a frontiersman—that's what the book called him—was dressed like that man we saw chopping wood—the man with the squirrel-tail on his cap and his long hair tied in a queue."

"Did you? But that must have been the way they wore their hair a long, long time ago."

"It said in the book under the picture that trappers and hunters out West here wore their hair long and tied in queues long after they stopped doing so anywhere else. Some of the white hunters wore a scalp-lock like the Indians. I guess maybe that was a scalp-lock," said Rose.

"Well, those soldiers——"

"They are not dressed like soldiers are now," Rose interrupted. "But in the book there were pictures of soldiers in the Mexican War—When was that, Russ?"

Russ had read a little American history in his class the term before and thought he knew something about the Mexican War. He told Rose it had been fought long after the Revolution.

"Well, the pictures showed soldiers in the Mexican War dressed like those we saw the other day. Or, anyway, very much like them."

"Goodness me!" exclaimed Russ, "don't you suppose these soldiers know that war is over?"

So they had started out without saying anything to the older folks about their real object. In the first place, Russ and Rose did not like to be laughed at. And they knew that Cowboy Jack, at least, was very much amused by the fact that the little Bunkers had not guessed the mystery of the Indians and soldiers now on his ranch.

The brother and sister rode on through the valley they had traveled before and up to the top of the ridge from which they had seen the cabin by the side of the stream. The cabin was now in truth deserted. There was no fire before it and not a person in sight.

"Maybe those Indians took them captive. The poor little baby!" murmured Rose.

"Don't be a little dunce, Rose!" exclaimed Russ, with exasperation. "You know that nice Black Bear would not hurt them. And, anyway, I guess that baby was only a doll. That is what that soldier said when you told him about it. He said it was Mr. Props' rag baby."

"Who do you suppose Mr. Props is?" asked Rose. "And Mrs. Props? It must have been Mrs. Props we saw holding the—er—baby. For maybe it was a real baby."

Russ saw there was no use in arguing on this point. He urged his calico pony forward and Pinky followed promptly. The two Bunkers went along the trail past the cabin and up the next slope. They struck into a woodsy sort of road then, and by and by the children saw that the trail was leading them to a ravine between two steep hills. There was much shrubbery, so they could not see very clearly what was before them, but as they continued to ride on there came suddenly a lot of noise from the ravine. Horses whinnied, men shouted, and two or three guns were discharged.

"Oh! It's a fight, Russ!" shrieked Rose. "Do come away!"

But Russ had seen something that interested him very much. Among the bushes on one side of the ravine he saw several Indians creeping. They wore feathers in their scalp-locks, and had bows and arrows and guns. He did not see Black Bear with this company of Indians, but they were acting just as though they were fighting somebody down in the bottom of the ravine.

"It's an—an ambush, Rose!" cried Russ excitedly. "Oh! There's a man with a machine——"

In fact he saw two men with boxes on tripods, standing side-by-side and not many yards away in the trail. The men were turning cranks on the sides of the boxes.

Another man turned and saw the Bunker children apparently riding nearer. He started back toward them, shouted and waved his arms.

"Oh, dear me!" shrieked Rose. "It's—it's dynamite! They are going to blow up something! Come, Russ!"

She twitched at Pinky's bridle, and the pony swerved about and plunged away at such a fast pace that poor Rose could only cling to the bridle and saddle and cry. But Russ remained where he was. He was greatly amazed, but slowly a comprehension of the whole thing was forming in the boy's mind.

"It's—it's only make-believe," Russ Bunker told himself. "They are not doing anything dangerous. It's a—a play, that's what it is. Why, those men have got moving picture cameras!

"Oh, I know what the surprise is now—Mr. Cowboy Jack's surprise! It's a moving picture company!" said Russ Bunker aloud. "They are make-believe soldiers, even if Black Bear and his people are real Indians. They are making moving pictures—that is what they are doing, Rose."

But when he turned in his saddle to look for Rose, the girl and Pinky had completely disappeared.

"My goodness!" said Russ, somewhat alarmed, "she's so frightened that she has run back home. Maybe she will fall off the pony."

Much as he would have liked to remain to watch the actors and the Indians make the picture on which they were at work, Russ felt it his duty to see that Rose was all right. If anything happened to Rose daddy and mother might blame Russ, because he was the oldest.

The pinto pony cantered away with Russ at quite a fast pace. He kept to the wagon-trail that led back to Cowboy Jack's ranch house. And at every turn Russ expected to see Pinky and Rose ahead.

But he did not see his sister on Laddie's pony. He came in sight of the big house, and even then he did not see her. So, when the pinto stopped before the big veranda and Mother Bunker and the other children appeared, Russ could scarcely find voice enough to ask:

"Oh, Mother! have you seen Rose? Did she come back alone?"

"Rose? I have not seen her since you both rode away together. Do you mean to say——" Then Mother Bunker saw that Russ was having hard work to keep back the tears and she—wise woman that she was—knew that this was no time to scold the boy.

"Where did she go? When did you lose her?" his mother cried, running down the steps.

"Back—back where they are making the moving picture," gasped Russ. "She was scared by the Indians shooting at the whites. But, of course, they were only making believe. And—and Rose rode away somewhere and—and—oh, Mother! I can't find her."