I'm watching a movie serial called "The Indians are Coming", starring Tim McCoy, from 1930. (The very first "all talking" serial.) The credits say it was "Suggested by the story The Great West that Was by William F. Cody (Buffalo Bill)". I searched for that title, and found nothing. Finally, I decided to try The Buffalo Bill Center of the West, searched for the title there, and it turned up! This story was originally published in Hearst's Magazine from August 1916 - July 1917, then collected and published as An Autobiography of Buffalo Bill (1920), and this is how it is now known. The Buffalo Bill Center has a three part article about it beginning here, and the entire book can be found at The Internet Archive. There are three different downloads to choose from. (Be careful, one is a sloppy scan. I don't remember which one, but you can spot it quickly because page 4 (or thereabouts) of the book is upside down.) I don't know if there are any plans to publish the unedited/unmodified version that the article mentions.
This was a heap of research effort on my part, so I'm posting this to make it easier for anyone else who may be interested. Unfortunately, there doesn't seem to be anything close to a decent (or complete) version of the serial available online. (Tim McCoy is probably my favorite B Western star, so I have it on DVD.)