Red Sonja Is What?

Here's something cool that I didn't know, from postmodernbarney:

. . . Red Sonja is coming back to comics. Again. And it's going to be a barbarian fantasy series. Again. So, basically, Roy Thomas and Frank Thorne killed any chance of me ever seeing a faithful adaptation of Howard's one Sonya story, in which she is a 16th century Russian gunfighter fighting the Ottoman Turks . . .

I think I had better move Robert E. Howard farther up the list of things to read (I've read some of the early Conan stories, but that's it). I wonder which book had the Sonja story. A 16th century gunfighter. How cool.