 According to his relatives, he rode on to Fort Laramie and died later that year.Local lore says that the donut was invented as a cake for Fry to eat, passed to him by young ladies, as he rode past their homes.After the Pony Express went out of business in October 1861, due to the advent of the transcontinental telegraph, Fry joined the Union Army and was killed by Quantrill's Raiders in the Battle of Baxter Springs.