 Lefors married his first wife, 16‑year‑old Bessie M. Hannum, in Newcastle, Wyoming on August 5, 1896.In 1899, Lefors took part in a posse to capture those responsible for what would become known as the "Wilcox Train Robbery", committed by the Hole in the Wall Gang led by outlaw Butch Cassidy.The robbers eventually escaped into the Big Horn Mountains.