Sturgis was the site of the first military camp of the Little Big Horn campaign. It was named for Lt. Sturgis, a member of General Custer's battalion at the Battle of Little Bighorn. His father was also the first post commander at nearby Fort Meade.
Poker Alice, the cigar-smoking madam, had a popular brothel here. Soldiers from Ft. Meade came to town in their off-duty hours and the many bullwhackers who brought in the supply trains for the post also made the town lively. Sturgis is also home of the annual Harley Davidson Motorcycle Rally, held each year in August.