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LETTER FROM MAJ GAiNEs.-A late Maysville Eagle publishes copy of letter enclosed 10 his son, which was written in May by Maj. Gaines, and addressed 10 Gen. Scott. The circumstances of his capture being well known, II is unnecessary to in- sert that portion of the letter which repeats them. We give the following extracts, how ever, because it explains why picke,-guard dents on the march more fully than we have seen them elsewhere

 "Among the officers in Mai. Borland's command was Capt Ilenrie, of Texas, who had formerly been prisoner in the hands of the Mexicans, and had made his excape from the Castle of Perote, was very appre- hensive of his personal safety. l did not participate in his fears, of which l endeavor- ed to disabuse his mind, but knowing the great value which the information had &C., quired would be to Gen. Taylor, ] consen- ted thai he might make an effort to escape, which he did liitie after sunset of the first days march. with my horse and equipments, and succeeded, am graiifed 10 learn, in reaching our camp in safety. l trust that the intelligence borne by him was more val- uable 10 the cause of our country than any services which we could have rendered al the battle of Buena Vista. His escape, how ever, had well nigh cost Us our lives

 4 pistol was twice presented 10 my breast by Col. Sambonero, and a sword drawn on me by u Crozei An order was given to fire on Capt. Clay and the whole force under his command, which not being executed at the instant, and Capt. Clay explaining tha, none but fienrie desired to escape, and he only because he feared Santa Anna. we es- capped.

 All the officers and men, except Major Borland and myself, who had been ordered ahead few moments before fIenfie's escape. were tied until we reached camp. and the men for three days aferward. We were marched to ihis city, where we arrived on the lst of March and confined in ihe castle of Santiago until the 18th of April. since which tune the officers nave been allowed the ciiy as prison.

 h exlenuation of our capture, itmay be urged that i, was agreed on all hands. before leaving the camp, that the enterprise was desperate, because of the necessity of going to fixed and the public places for water. thus enabling the peasant te carry news of our whereabouts, and that .he most that could well have been hoped for was a return of a portion Of our command with information of the enemy. This main end was accom- Rlished

 1T asked why picket-guard was not placed, its utter inuiiliiy will be admitted when told that Encarnacion is an immense plain. with roads passing in every direction through ii, in any part of which an enemy was likely 10 approach, and picket. closely followed in, would oaly have caused us to be under arms till morning, and the result would have been the same.

 if there had been any equivslen, good secruing in our country, there was a reasll- ness on all hands 10 fall sword m hand, but as conquest was hopeless, opposed as we were forty-odd to one, deem ii my highest duty not needlessly ,o sacrifice :hs lives of the gallan, men entrusted 10 my command l am, sir. with much respect, your ob't sev'i,

 IHo- P. GAINES, Maj. Ky. Cav"

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