BUFFALO Bill's Wild West Company caused some excitement as it passed from the Great Western Railway Station, at Windsor, to the Castle on Saturday last. The performance before the Queen was considered private; but in addition to the Royalty present, there were several hundreds of the Castle servants and their families at Colonel Cody's exhibition. There were only two journalists permitted to be present, however, viz., the chief daily press correspondent at Windsor, and your humble servant of THE THAMES TIMES. I was quite close to the position occupied by the Queen, in fact I stood by the side of her Indian attendants, who seemed greatly to enjoy the fun. The sight was one to be long remembered, the surroundings and charming background being, I should say, the most beautiful in the world. The Queen appeared greatly delighted with the performance, the buck-jumping seeming to interest her Majesty the most. In fact all the Royalty present gave these daring horsemen a hearty clap of the hands. Colonel Cody was a trifle nervous in his shooting performances, but taking every thing into consideration, his aim was very good. The Cossacks also interested the Queen a great deal. The peculiar noise made by the Wild West troupe sounded very funny, and I noticed several of the Royal personages smile pretty frequently. Princess Christian appeared greatly to enjoy the fun, and when her Royal Highness walked past me on the East Terrace, with Princess Beatrice, she was laughing very heartily about it. It is needless to add that the arrangements in connection with the visit were carried out splendidly.