From "Orphans Preferred - The Twisted Truth and Lasting Legend of the Pony Express" by Christopher Corbett:

The inspiration for Russell, Majors & Waddell's daring risk of crosscountry horsemanship was a feat that would have been familiar in the American West of the mid-nineteenth century. Horsemen knew it on the Plaza in Santa Fe and they knew it, too, on the edge of the Missouri frontier. It was a series of heroic one-man cross-country rides made in the early 1850s by Francis Xavier Aubery, a contemporary of Kit Carson's in Santa Fe. Aubery, described by Frank A. Root and William E. Connelley in The Overland Stage to California as "a man of pluck and indomitable energy and perseverance," was a near mythic figure in the American West at the time. Root and Connelley's 1901 assessment of Aubery's horsemanship concluded that "not one man in 100,000 had the physical endurance to perform the seemingly important task. "

Using a relay of horses, Aubery at first made the run from Santa Fe to Independence in two weeks. It was a trip that oxen hauling freight normally did in two to three months. Aubery, who was built like a jockey, then shaved that time to eight days. He arrived in Independence so exhausted that he could not dismount from his horse. But Aubery was not satisfied with this personal best. His next trip, which would set horsemen talking across the Great American Desert, was completed in only five days and thirteen hours.

The odd legacy of Aubery (he made his famous five-day ride for a thousand-dollar bet and was later stabbed to death in a bar fight in New Mexico) is sketchy, but Majors recalled in his autobiography the French-Canadian trader's feats of horsemanship. Changing mounts every one hundred to two hundred miles, Aubery crossed the eight hundred dangerous miles that separated the old Spanish city from Independence in an unheard-of time. It nearly killed him, and he slept for twenty hours after making the run. But it made a powerful impression on Majors.

“This ride, in my opinion, in one respect was the most remarkable one ever made by any man. The entire distance was ridden without stopping to rest . . . At the time he made this ride, in much of the territory he passed through he was liable to meet hostile Indians, so that his adventure was daring in more ways than one. In the first place, the man who attempted to ride 800 miles in the time he did took his life in his hands. There is perhaps not one man in a million who could have lived to finish such a journey.”

A dour Bible reader little given to hyperbole, Majors was not commenting on something that he had heard about secondhand while sitting around a buffalo chip fire on the trail drinking coffee with bullwhackers. Majors knew Aubery, and he witnessed some of the famous eight-hundred-mile ride. “I was well acquainted with and did considerable business with Aubery during his years of freighting. I met him when he was making his famous ride, at a point on the Santa Fe Road called Rabbit Ear. He passed my train at a full gallop without asking a single question as to the danger of Indians ahead of him.”

Alexander Majors never thought William Russell's scheme of a cross-country mail relay was a sound one, and he never thought that it would make money. He told this to Russell and Waddell at the time. But in the back of the old bullwhacker's mind was galloping F. X. Aubery and the knowledge that it was indeed possible for a very good rider on a very good horse to cover a lot of ground.