The Ballad of Little Jo is based on a true story -- several true stories, in fact. Suzy Amis plays demure young Josephine Monagan, who in 1866 is run out of her home town after bearing an illegitimate child. Fleeing westward, Josephine is terrified by stories of how treacherous the frontier can be for a woman alone. As a result, upon arriving in the muddy burg of Ruby City, she disguises herself as a man, going so far as to scar her face to suggest that she's been in a few scrapes. In this guise, "Little Jo" does just fine by herself for nearly 30 years! Almost as good as Suzy Amis is Bo Hopkins as gunslinger Frank Badger, Little Jo's best buddy (if only he knew....) Written and directed by Maggie Greenwald, The Ballad of Little Jo does a marvelous job conveying the people and places of its period; and, unlike Bad Girls (which was released around the same time), we aren't bludgeoned to death by feminist revisionism. Unfortunately ignored when it went out to theatres in the fall of 1993, The Ballad of Little Jo has fared rather better on video.
~ Hal Erickson, All Movie Guide