Christopher Riley Gregg, brother to William Henry Gregg and Jacob Franklin "Frank" Gregg is supposed to have died (maybe 1861).
At http://www.sos.mo.gov/archives/soldiers/
I find a Service Card for a Gregg, Riley. The Card merely states that he was killed in South Missouri...
Anybody know more? He doesn't seem to be listed at http://www.itd.nps.gov/cwss/ ~Don