A lady on the Civil War Flags message board here at History-sites.com posted this sometime back. I just can't recall her name. Anyway, I thought you might enjoy this bit of info...

MEMPHIS DAILY APPEAL [MEMPHIS, TN], December 3, 1861, p. 3, c. 1
Black Flag.—The Concordia cavalry, who carry a black flag, were in town yesterday.
MEMPHIS DAILY APPEAL [MEMPHIS, TN], December 5, 1861, p. 2, c. 6
The Concordia Cavalry, Capt. Benjamin, left their encampment at this point yesterday on the Magenta, for Bowling Green, Ky. They bear in their midst a large sized black flag on which appear, in bold relief, death's head and bare bones. These Concordians go to expel, not capture, vandal invaders of their homes and firesides, and they will make their mark.—Concordia Intelligencer, 29th.