Smoky the Cow Horse is set in a romanticized version of the American West. James never gives an exact location, but he seems to draw on his experiences as a cowboy in eastern Nevada and near Billings, Montana. Based on evidence in the novel and a statement that James makes in Lone Cowboy about the real-life basis for Smoky, the author intended the action to take place from about 1905 to 1921. But some of the details James includes are more appropriate for a mid- or late-nineteenthcentury setting. For example, he makes repeated references to the longhorn steer, which had all but vanished from the American West by the early twentieth century.