Illustration of the Pony Express route. In 1860, the Pony Express Company began transporting mail across the United States. The mail was carried rapidly on horseback between Sacramento, Missouri and St Joseph, California. This 3,200 kilometre journey was completed in ten days. Every 40 kilometres there was a station where the rider would change horses. The express route was extremely hazardous, but despite this, the Pony Express only ever lost one mail delivery in its 16 month existence.