FBI Special Agent. He was born in McCook, Nebraska. Prior to joining the FBI, Caffrey attended Creighton University in Omaha, Nebraska and was admitted to the Nebraska Bar. Before being assigned to Kansas City, Caffrey worked in FBI field offices in Boston and Charlotte. He was killed during the Kansas City Massacre (Union Station Massacre) on June 17,1933 while returning escaped felon Frank Nash to the Federal Penitentiary in Leavenworth, Kansas. After getting off of the train in Kansas City, Nash was being transferred to Caffrey's car outside of Union Station. Three gunmen, allegedly trying to free Nash, ambushed Caffrey and several other law enforcement officers involved with escorting Nash. Caffrey, Police Chief Otto Reed of McAlester, Oklahoma, two Kansas City detectives, and Nash were killed. One of the gunmen was identified as being Charles 'Pretty Boy' Floyd although there is evidence showing that Floyd was not involved with the massacre.