The story is world-wide.
3 seconds sound clip from the Hondo (1953) movie soundboard.
You can hear this line at 01:03:17 in the Blu-ray version of the movie.
Quote context
[...]
- The story goes back further than the Indians.
- It's originally attributed to the first Roman army to enter Tartary.
- That was one of the favorite stories of Col. Mays, who teaches cavalry tactics at the Point.
- How long have you been out of that school, Lieutenant?
- I just can't seem to keep up with the years. I meant to get a calendar, but then I forget.
[...]