July 15, 1806 – US Army Lieutenant Zebulon Pike begins an expedition to explore the West
The Pike Expedition (July 15, 1806 – July 1, 1807) was a military effort authorized by the United States government to explore the south and west of the recent Louisiana Purchase. Roughly contemporaneous with the Lewis and Clark Expedition, it was led by United States Army Lieutenant Zebulon Pike, Jr. (He was promoted to captain while on the trip.) It was the first official American effort to explore the western Great Plains and the Rocky Mountains in present-day Colorado. Pike contacted several Native American tribes during his travels and informed them of the new US rule over the territory. The expedition documented the United States' discovery of Pikes Peak. After splitting up his men, Pike led the larger contingent to find the headwaters of the Red River. A smaller group returned safely to the US Army fort in St. Louis, Missouri before winter set in.
Pike's company made several errors and ended up in Spanish territory in southern present-day Colorado, where the Americans built a fort to survive the winter. Captured by the Spanish and taken into Mexico in February, their travels through present-day New Mexico, Mexico, and Texas provided Pike with important data about Spanish military strength and civilian populations. Although he and most of his men were released because the nations were not at war, some of his soldiers were held in Mexican prisons for years, despite US objections. In 1810, Pike published an account of his expeditions, which was so popular that it was translated into French, German, and Dutch for publication in Europe.
http://en.wikipedia.org/wiki/Pike_expedition