Larry Weinbrenner in a wonderfully detailed message on July 19, 2006, discussed the reconnoiter of Camp Jackson by Nathaniel Lyon and described a variety of reports of that scout. Here's an account that considers Colonel Henry Boernstein's understanding of the situation, taken from my book. Boernstein was on the spot when Lyon returned to camp. His account was written down years later, however, but he had a remarkable memory:

"A tale crops up in many histories at this point about Lyon’s alleged spying expedition to Camp Jackson while dressed up like an old woman. According to the yarn, proposed to be true, Lyon, wearing a “black bombazine dress” borrowed from Frank Blair’s blind mother, Mrs. Alexander, rode through the enemy camp in an “ornate barouche [which supposedly belonged to Blair’s brother-in-law, Colonel Franklin A. Dick] pulled by a high-stepping team” driven by Mrs. Blair’s slave, “Peter.” Henry Boernstein, a close associate of Lyon’s who was there at the time, told a quite different, more mundane, story in his memoir. He described Lyon coming in from his reconnaissance the night before the attack on Camp Jackson “covered in mud and dirt” after crawling through “a ditch” at the camp. There is no mention of the details of the more colorful accounts.

Footnote below:

Boernstein, Memoirs of a Nobody, 288, 294; see Brooksher, Bloody Hill: the Civil War Battle of Wilson’s Creek, 56-57, for an example of one of the more sensational Lyon-in-dress accounts. See also Jay Monagahan, Civil War on the Western Border, 1854-1865, where Lyon is portrayed carrying a “pistol under a basket of eggs” on his lap, for an extra fillip. The archetypal story seems to come from Colonel Thomas L. Snead, Jackson’s aide, in Battles and Leaders of the Civil War . . . , vol. 1, eds., Robert Underwood Johnson and Clarence Clough Buel, vol. 1 (Seacaucus, NJ: Castle, 1887). Snead liked the egg basket “filled . . . . with loaded revolvers.” There is also a similar story concerning the hulking guerrilla chief, Cole Younger, in Younger’s autobiography, that tells of him spying on the defenses at Independence in 1861 dressed as an “apple woman.” The author likes Boernstein’s first-person account; Smith, The Borderland in the Civil War, 198-99