Various sources indicate that this site is located within the town of Troy. A monument in the northwest corner of the courthouse lawn notes the existence of the relay station. Some authors list the monument's location as the possible site of the station, but later research links the station with the Smith Hotel.  Leonard Smith arrived in Troy in 1858 and purchased the Troy Hotel. Two years later, at the request of the C.O.C. & P.P. Express Co., he constructed a barn large enough for five horses. The renamed Smith Hotel served as a relay station and was located at the present northeast corner of First and Myrtle Streets.  The July 1936 Pony Express Courier reported that Troy served as the first relay station west of St. Joseph.  Others sources also include Troy as a station. 

Stories associated with handing pastries to the passing rider Johnny Fry by the Dooley girls probably originated in the Troy area. These pastries were supposedly the first donuts?!  

http://www.nps.gov/parkhistory/online_books/poex/hrs/hrs4b.htm