Captain Burntwood is an officer of the Union army.
One day, his unit gets overran by an overwhelming ambush by the Confederate army. He is captured and taken to a Confederate garrison where he is brought up to General Scamelot. To his surprise, he is greeted warmly and served a sumptuous lunch and aged bourbon by his captors.
"I'm sorry, Captain Burntwood, but we cannot let you go." General Scamelot says. "You are responsible for the death of so many of my men. But we do respect your abilities and what you do for the love of your country, so we will make sure you are comfortable and well-treated. But tomorrow, you face the firing squad but will be given due honors befitting an officer's death. Do you have any last wishes?"
Captain Burntwood puts down his glass of bourbon and says, "I do, let me speak with my horse."
Intrigued by this request, General Scamelot leads him out to the stables. Captain Burntwood takes the horse by the reins and whispers into its ears. The horse whickers and trots out towards the gate. Still intrigued, General Scamelot waves off the guard that tries to stop the horse and the horse walks out of the garrison.
Two hours later, the horse returns with a lovely lady on it. Captain Burntwood cries out and embraces his wife. Quickly understanding (and much nudge-nudge, wink-wink with his fellow Confederates), General Scamelot welcomes the captain's wife and proclaims that he too is married and completely understands, sorry about tomorrow, but they may make generous use of his very own quarters.
The couple spends the night at the general's quarters and, come dawn, Captain Burntwood is paraded onto the grounds where a squad of soldiers are loading their rifles. A priest prays with the captain and then he is brought to the general.
"Captain, have you any last words?" the general asks.
"I do, General Scamelot, but I would say it to my horse." Captain Burntwood says.
At the general's assenting nod, Captain Burntwood walks up to his horse, grabs it by the ears and screams, "Posse! I said bring me my posse!"