Was at the Spy Museum in DC when I found out that the Pinkertons were real people.

From the Wiki for RDR:

Before 1908 the U.S. Department of Justice had no organized institution or group of investigators to gather intelligence. The Department of Justice hired Secret Service agents and private investigators, possibly from the Pinkerton National Detective Agency. However, Congress began to complain of this approach of having a secret service department in every bureau. On July 26, 1908 Attorney General Charles Joseph Bonaparte created the Bureau of Investigation (BOI), later renamed the Federal Bureau of Investigation (FBI) in 1935.

Edgar Ross and his colleagues were part of the Bureau of Investigation during the first Red Dead Redemption which begins in 1911.

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