Somehow I missed this five year old(!) story from The Guardian, “James Thurber’s Mitty-esque western published for the first time”..
— the “Mitty-esque western” is a 1912 Thurber story, “How Law And Order Came To Aramie” located in Thurber’s archives at Ohio State University. The story was published in The Strand.
Seems that the magazine is the only place to find the story (and in OSU’s archives, of course).
James Thurber’s A-Z Spill entry:
James Thurber Born, Columbus, Ohio, December 8, 1894. Died 1961, New York City. New Yorker work: 1927 -1961, with several pieces run posthumously. According to the New Yorker’s legendary editor, William Shawn, “In the early days, a small company of writers, artists, and editors — E.B. White, James Thurber, Peter Arno, and Katharine White among them — did more to make the magazine what it is than can be measured.”
Key cartoon collection: The Seal in the Bedroom and Other Predicaments (Harper & Bros., 1932). Key anthology (writings & drawings): The Thurber Carnival (Harper & Row, 1945). There have been a number of Thurber biographies. Burton Bernstein’s Thurber (Dodd, Mead, 1975) and Harrison Kinney’s James Thurber: His Life and Times (Henry Holt & Co., 1995) are essential. A short bio appears on the Thurber House website: http://www.thurberhouse.org/about-james-thurber/