On September 7, 1900 between 1:00 and 2:00 am, three suspects robbing the night agent at the Chicago and Alton Railroad depot. Marshal Aulgur, entered the building and told the suspects to put their hands up. One of the suspects immediately opened fire, stricking the marshal above the right eye. He was taken to a house where he remained unconscious until he died at 4:00 am.

The suspects were charged with the murder but the first one to stand trial was acquitted. Charges against the other suspects were then dropped.

Marshal Aulgur had served on the police department for 8 years and had previously served as a deputy sheriff for some time.. He was survived by his wife. Interred: Ridge Park Cemetery, Marshall, Missouri.