This almost seems like a trick question because, of course, Sitting Bull is most famous for his overwhelming victory and massacre of George Armstrong Custer and his 7th Cavalry at the infamous battle of the Little Bighorn on June 25-26, 1876. 

The leader and chief of chiefs of all the Sioux Indian tribes (including the Lakota and Cheyennes) situated in the Black Hills of the Dakota and Montana Territories, Sitting Bull and his warriors had earlier gained a tactical victory over General George Crook at the battle of The Rosebud in the Montana Territory on June 17, 1876. Just one week later, Sitting Bull's warriors--about 1800 strong--surprised Custer's divided command of 200 troopers at the Little Bighorn River. Led by Chief Crazy Horse, the combined Lakota and Cheyenne forces wiped out the cavalry detachment in the massacre that came to be known as Custer's Last Stand. 

Sitting Bull and his warriors then fled to Canada, where they remained until forced into resettlement by the Canadian and American governments.