Joseph Orville Shelby was born in Lexington, Kentucky in 1831. He espoused the pro-slavery cause and took active part in schemes to make Kansas a slave state.

In 1861 he took the southern side and marched to Independence, Missouri to prevent the occupation by U.S. Dragoons from Fort Leavenworth. Captain Shelby took part in the famous Rattleof Wilson Creek (Missouri) and was made a colonel after the Battle of Lone Jack (Missouri). He raised his own regiment, which became known as the "Iron Brigade".

In 1862-63, he took part in the expedition against Springfield, also capturing the federal garrisons at Neosho, Greenfield, Stockton, Hermanville, Warsaw, Boonville and Marshall, Missouri.

During the fall of 1864, he captured Potosi, Missouri, destroying the railroad. After bloody fighting, he captured Boonville, Waverly , Lexington and California, Missouri. General Shelby's "Iron Brigade" engaged in the Battle of the Little Blue and Westport and twice saved the army from utter ruin. Missouri Confederates held General Shelby in the highest esteem and referred to him as the greatest Missouri soldier of the Confederacy. He was appointed U.S. Marshal for the Western District of Missouri in 1893.

Newspapers from the east had adverse comments regarding the appointment of General Shelby. One U.S. Senator was quoted as saying:

"Nearly thirty years have elapsed since the termination of the war. All that one can ask, even the most loyal Unionist, is that the government shall not be confided to men who, during that awful time, represented not fair battle, but rapine, cruelty and chaos. We, or most of us, believe Jo Shelby belonged to the latter class. Still, we can do nothing to prevent the consummation of the outrage in making such a man the representative of law and order. All we can do is to enter our solemn protest."

As for as General Shelby was concerned, sufficient answer to what was printed about him was found in a letter endorsing his appointment and congratulating him, written by William Warner, ex Commander-in-Chief of the Grand Army of the Republic. The former war governor of Missouri, Thomas Fletcher, went in person to the Attorney General to say, no mistake would be made in the selection of General Shelby as the U.S. Marshal.

During his tenure, the Great Pullman Strike occurred in 1894, which was one of the most famous civil disturbances of the 19th century.

U.S. Marshal Joseph Shelby died in Bates County, Missouri in 1898.