Pry met Alfred Packer in 1901 while she was writing an article on the prison where he was incarcerated. She advocated for him in print throughout the trial, helping to win his release. After the trial, she was present during a confrontation between the attorney for Packer, and the owners of the
Post, who had hired him. The owners learned that the attorney had taken a double payment, and demanded he return the money. During the confrontation, the attorney,
W. W. Anderson, pulled a gun and shot both of the men; as he prepared to shoot again she jumped in front of
Harry Heye Tammen, trying to shield him. Anderson threatened to shoot her if she didn't move. However, she stalled him long enough for the police to arrive and used her skirt to stop the bleeding. Later, rumors began circulating that her skirts saved her publishers' lives by slowing down bullets from the gun. ==Later life==