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Dear Ms. Davies,
Thank you for posting your request on History Hub!
We searched the National Archives Catalog and located seven series for Fort Thornburgh in the Records of U.S. Army Continental Commands, 1821-1920 (Record Group 393). They may contain the information you seek. Please contact the National Archives in Washington, DC - Textual Reference (RDT1) for access to these series via email at firstname.lastname@example.org.
We hope this is helpful. Best of luck with your research!