A short Edison Black Maria studio film featuring famed sharpshooter Annie Oakley, known as âLittle Sure Shot.â Born Phoebe Ann Oakley Mozee in Ohio in 1860, she rose to global fame performing with Buffalo Billâs Wild West show. Accompanied (likely) by her husband and fellow marksman Frank Butler, Oakleyâs diminutive stature belied her legendary marksmanship.