Well, what in blazes would the Cheyennes be doing this far south, Sergeant?
4 seconds sound clip from the She Wore a Yellow Ribbon movie soundboard.
You can hear this line at 00:08:56.922 in the Blu-ray version of the movie.
Quote context
[...]
- Sir, these arrows with the yellow, white and red bands are a sign of the Southern Cheyenne.
- I've seen Bannocks and Snakes use the same colors.
- But look at the clan mark on this arrow. It's the sign of the dog.
- That arrow came from the bow of a Southern Cheyenne Dog Soldier.
- Well, what in blazes would the Cheyennes be doing this far south, Sergeant?
- That ain't my department, sir.
(BUGLE SOUNDING IN THE DISTANCE)
- Lieutenant, the post is closed.
[...]