I found the below story from reading the blog Ludicrous Scenes, found here. The original text was from The Shields Daily Gazette, October 9, 1897.
"Austin, Texas, Friday:- During a performance given here last night of a sensational border drama, “Wild Bill,” a cowboy in the audience, carried away by excitement, drew his pistol and fired at the villain in the play. The villain was in the act of abducting the heroine, and the cowboy objected. Unfortunately, his aim was bad for he missed the villain and shot the heroine through the shoulder. There was considerable excitement in the theatre, and the play was stopped. The young lady is seriously, but not dangerously, wounded."
I guess it's a compliment to their acting skills if the cowboy was like, "THIS IS MY REALITY, NOW."