In 1873, Buffalo Bill Cody invited Hickok to join his traveling show in a new play called Scouts of the Plains. Hickok did not enjoy acting and often hid behind scenery. In one show, he shot at the spotlight when it tried to focus on him. Needless to say, he was released from the group after a few months.

Wild Bill Hickok had many female admirers in his lifetime, but Agnes Lake Thatcher was the only woman who completely captured his heart. Perhaps the most famous equestrienne the American circus had ever known, Agnes married Wild Bill on March 5, 1876. Shortly before Hickok's death, he wrote a letter to his new wife, which read in part, "Agnes Darling, if such should be we never meet again, while firing my last shot, I will gently breathe the name of my wife--Agnes--and with wishes even for my enemies I will make the plunge and try to swim to the other shore."

In 1876, Hickok was shot and killed while playing poker in a saloon in Deadwood, South Dakota, by Jack "Crooked Nose" McCall, a jealous gambler who had lost heavily. McCall was prosecuted twice, despite the U.S. Constitution's prohibition against double jeopardy. Because Deadwood was an illegal town in Indian Territory and non-native civil authorities lacked the jurisdiction to prosecute McCall, the trial was moved to a Dakota Territory court, where McCall was found guilty of murder and hanged.

When he was shot, Hickok was holding a pair of black aces and a pair of black eights. As a result, this has become known as the Dead Man's Hand. (There is some disagreement as to the fifth card, but according to some first-hand accounts, it was a five or nine of diamonds.)

Calamity later claimed she was so upset by Hickok's murder that she went after his killer with a meat cleaver, having left her guns at her residence. According to historical accounts, however, her story is more fiction than fact.

Calamity Jane was buried next to Wild Bill at Mount Moriah Cemetery in Deadwood. Four of the men who planned her funeral later stated that Hickok had "absolutely no use" for Jane while he was alive, so they decided to play a posthumous joke by burying her by his side for all of eternity. Another account states: "in compliance with Jane's dying requests, the Society of Black Hills Pioneers took charge of her funeral and burial in Mount Moriah Cemetery beside Wild Bill." Although Calamity swore she'd married Hickok in 1873 and given birth to his daughter, most evidence points to the contrary.

By 1891, the original wooden grave marker had been destroyed by souvenir hunters whittling pieces from it, and it was replaced with a statue. This, in turn, was destroyed by souvenir hunters and replaced in 1902 by a life-sized sandstone sculpture of Hickok. This, too, was badly defaced, and was then enclosed in a cage for protection. The enclosure was cut open by souvenir hunters in the 1950s, and the statue was removed.

In The Plainsman, Wild Bill Hickok (Gary Cooper) and Calamity Jane (Jean Arthur) attempt to stop an Indian uprising that was started by white gun-runners. Writing for The Spectator in 1937, Graham Greene gave the film a rave review, suggesting that "perhaps it is the finest Western in the history of film."

Hickok was one of the best-known poker players in the world before the 20th century. He is one of three Poker Hall of Famers to die while playing poker (along with Tom Abdo and Jack Straus).