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The volunteers were gathered in four areas: Arizona, New Mexico, Oklahoma, and Texas. They were gathered mainly from the southwest because the hot climate region that the men were used to was similar to that of Cuba where they would be fighting. "The difficulty in organizing was not in selecting, but in rejecting men.":5 The allowed limit set for the volunteer cavalry men was promptly met. With news trickling down of Spanish aggression and the sinking of the USS Maine men flocked from every corner of the regions to display their patriotism. They gathered a diverse bunch of men consisting of cowboys, gold or mining prospectors, hunters, gamblers, Native Americans, and college boys—all of whom were able-bodied and capable on horseback and in shooting. Among these men were also police officers and military veterans who wished to see action again, most of whom had already retired. Thirty years removed from any armed conflict, men who had served in the regular army during campaigns against Native Americans or during the Civil War sought out to serve as higher ranking officers,:10 since they already had the knowledge and experience to lead and train the men. The unit thus would not be without experience. Leonard Wood, an Army doctor who served as the medical adviser for both the President and Secretary of War, was appointed colonel of The Rough Riders, with Roosevelt serving as lieutenant colonel. One particularly famous spot where volunteers were gathered was in San Antonio, Texas, at the Menger Hotel Bar. The bar is still open and serves as a tribute to the Rough Riders, containing much of their, and Theodore Roosevelt's, uniforms and memorabilia.

Before training began, Lieutenant Colonel Roosevelt used his political influence as Assistant Secretary of the Navy to ensure that his volunteer regiment would be properly equipped to serve as any regular Army unit. The Rough Riders were armed with Model 1896 Carbines in caliber .30 US (i.e., .30-40 Krag). "They succeeded in getting their cartridges, Colt Single Action Army revolvers, clothing, shelter-tents, and horse gear ... and in getting the regiment armed with the Springfield Krag carbine used by the regular cavalry.":5 The Rough Riders also used Bowie knives. A last-minute gift from a wealthy donor were a pair of modern tripod mounted, gas-operated M1895 Colt–Browning machine guns in 7mm Mauser caliber.

In contrast, the uniforms of the regiment were designed to set the unit apart: "The Rough Rider uniform was a slouch hat, blue flannel shirt, brown trousers, leggings, and boots, with handkerchiefs knotted loosely around their necks. They looked exactly as a body of cowboy cavalry should look.":22 This "rough and tumble" appearance contributed to earning them the title of "The Rough Riders."

Training was very standard, even for a cavalry unit. They worked on basic military drills, protocol, and habits involving conduct, obedience and etiquette. The men proved eager to learn what was necessary, and the training went smoothly. It was decided that the men would not be trained to use the saber as cavalry often did, as they had no experience with it. Instead, they used their carbines and revolvers as primary and secondary weapons. Although the men, for the most part, were already experienced horsemen, the officers refined their techniques in riding, shooting from horseback, and practicing in formations and in skirmishes. Along with these practices, the high-ranking men heavily studied books filled with tactics and drills to better themselves in leading the others. During times which physical drills could not be run, either because of confinement on board the train, ship, or during times where space was inadequate, there were some books that were read further as to leave no time wasted in preparation for war. The competent training that the volunteer men received prepared them best as possible for their duty. :1–22 While training methods were standard, mass mobilization of troops from many different regions led to a very high death rate due to disease, especially typhoid fever. The total number of deaths attributed to disease and "other causes" during the Spanish–American War was 5,083. A significant number of these deaths actually occurred at training areas in the southeastern United States.

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