Remembered as one of the "Three Guardsmen" of the American Old West, he was responsible for apprehending such infamous outlaws as George "Red Buck" Waightman and Dan "Dynamite Dick" Clifton.
Before becoming a famous crime fighter, he pursued a life of crime himself, ultimately abandoning his practices of forgery and fraud to serve in the United States Army's Fifth Cavalry.
Prior to his appointment as United States Marshall for the Oklahoma region, Madsen fought in the Spanish-American War.
Born Christen Madsen Rormose in Funen, Denmark, he relocated to the United States in his twenties.
In the early 1800s, Madsen served as U.S. President Chester A. Arthur's Yellowstone National Park guide.