Crazy Horse was married two times, first to "Black Shawl" and second to Nellie Larrabee. However, Nellie Larrabee, the daughter of a French trader and a Cheyenne woman, may have been sent to spy on Crazy Horse by a rival leader and possibly the U.S. military, so the marriage is suspect. Only Black Shawl bore him any children--a daughter named "They Are Afraid of Her", who died at age three.

In September 1877, four months after surrendering to U.S. troops under General George Crook, Crazy Horse was fatally wounded by a bayonet-wielding military guard while allegedly trying to escape Camp Robinson in present-day Nebraska.

Crazy Horse is commemorated by the incomplete Crazy Horse Memorial, which is being carved out of Thunderhead Mountain, on land considered sacred by some Oglala Lakota, roughly 17 miles (27 km) from Mount Rushmore. When finished, it will depict Crazy Horse, riding a horse and pointing to his tribal land. It was originally commissioned in the 1930s by Henry Standing Bear, an Oglala Lakota chief, and has been under construction since 1948. If completed as designed, it will be 641 feet (195 m) long and 563 feet (172 m) high, making it the world's second tallest statue, after the Statue of Unity in India.