The Pony Express was a mail service which crossed America from Missouri to California from 1860 to 1861. Pre-dating the telegraph, it was the nation's most direct means of communication between the two coasts. Riders on horses would travel a short distance before handing off his bundles of mail to the next rider. In doing so, mail delivery from the Atlantic to the Pacific coasts took approximately ten days.

The Pony Express was depicted in both The Sesame Street 1976 Calendar, and the Great Muppets in American History coloring book (where the "Pony Expresso" delivers coffee).

The 1977 storybook Tales of Sesame Gulch, included the tale of "Prairie Dawn of the Pony Express". In the story, the gallant Prairie Dawn is delivering mail when she's ambushed by Wild Willie Wailey and his gang. The gang kidnaps her and steals the mail, in revenge for never getting any letters. Prairie Dawn turns on her kidnappers, telling them that if they want to get letters, then they need to write letters first. She gives them all pencils and writing paper, and they get to work on their letters as she rides away.

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