He was born in Virginia and was a cousin of fellow expedition member Charles Floyd. A letter written by Sam Houston to President Andrew Jackson on Pryor's behalf noted that Pryor was a first cousin to John Floyd, governor of Virginia. His family moved to Kentucky when he was eleven. Nathaniel was the son of John Pryor who was deceased by 1791 when Nathaniel and his brother Robert were recorded as orphans in Jefferson County court records. He was married in 1798 to Peggy Patton.
He joined the expedition on October 20, 1803, in Clarksville, Indiana; he was one of the "nine young men from Kentucky" who joined the Corps. Pryor was made sergeant in 1804, and led the First Squad of six privates. William Clark later wrote, "Capt. Pryor served with me, on an expedition to the Pacific ocean in 1803, 4, 5, and 6 in the capacity of 1st Sergeant." Lewis and Clark considered Pryor "a man of character and ability." In June, 1804 he presided over a court martial of privates John Collins and Hugh Hall, accused of theft of whiskey and drinking on duty; the men were found guilty and sentenced to a flogging.
After the Expedition
In 1807 he was put in charge of an expedition to return Mandan chief Sheheke to his tribe, but he was forced to turn back when attacked by Arikaras. An 1838 California marriage at Mission San Gabriel is archived in the online collection of mission records at The Huntington Library. It reveals that a man named Nathaniel Pryor born about 1806 in Kentucky claimed Nathaniel Pryor of Louisville and Mary Davis as his parents. This information indicates that the subject possibly returned to Kentucky, fathering a son, after his journey westward. He resigned from the army in 1810 and was involved in the fur trade on the Mississippi.
He rejoined the army during the War of 1812 and, with help from Clark and Lewis, was commissioned a Captain, serving in the Battle of New Orleans. Pryor's death was erroneously reported in national newspapers in 1812: "Gen. Wm. Clark, of St. Louis, has written to his brother at Louisville, informing him, that a party of Puant Indians, who reside on the waters of the Illinois river, and who belonged to the Prophet's party, has robbed the trading houses of Mr. G. hunt, and Nathaniel Pryor, Esq. killed Pryor, and two of Hunt's men—Hunt escaped.
In 1819 Pryor was given permission to trade with the Osage Nation. He returned to the fur tradeafter the war, and in 1820 established a trading post on present-day Grand River near Pryor Creek, Oklahoma. Another erroneous report of his death appeared in the press in February 1822, stating he had been killed by a group of Cherokees. He married an Osage woman and had several children. With Sam Houston in 1829 and 1830, Pryor met with Claremont the Osage chief, and Matthew Arbuckle to avoid a war between the Osage and Delaware tribes. Houston was instrumental in recommending Pryor to President Andrew Jackson for a government post as an Indian agent. He served briefly as government agent for the Osages, and represented the tribe in negotiations with the military at nearby Forts Smith and Gibson, from 1830 to his death in 1831.