Figuring out the correct origin of place/names can be difficult to pin down and who named Hole in the Wall is one of them "He says/she says," thing....
Who Named the Hole in the Wall?
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Wyatt’s Stallion, the Apache Kid and the Code of the West
What became of Wyatt Earp’s horse, Dick Naylor? How did the term “Code of the West” originate? Did a youngster named Al Smith name Hole in the Wall?