In 1812 a Boston printer published a journal, said to have been written by the French trader Charles Le Raye, describing his capture in 1801 by a band of Teton Sioux and subsequent travels through the Upper Missouri and Yellowstone regions. If the account is true, Le Raye would have been the first European to travel through that region and write about it, preceding the Lewis and Clark expedition by three years. But scholars now believe the journal was a hoax. They cite its gross geographical inaccuracies, inaccurate portrayal of Indian life, and the lack of any other evidence suggesting that Le Raye existed.

However, a few parts of the journal are accurate. This indicates that its author had access to a source of information about the Upper Missouri region. This source might have been a journal by Lewis and Clark member Sergeant Nathaniel Pryor, although it was not previously known that Pryor kept a journal.