Who is First Lady?

The First Lady is married to the Ol' Time President. She is as delighted as her husband is with Buntline's play, which is performed by Buffalo Bill, Buntline, and Wild Bill Hickok. In true absurdist fashion, the First Lady does not seem to realize that Buntline's death and Tenskajavila's rape are real and not part of the script of Buntline's play.