They then moved west to the tiny Mormon village of Manassa in southern Colorado , where Dempsey was born .
Around 1880 , a missionary group of Latter - Day Saints visited his parents and converted them to Mormonism .
parents then moved west to the tiny Mormon village of Manassa in southern Colorado , where Dempsey was born .
Around 1880 , a missionary group of Latter - Day Saints visited his parents and converted them to Mormonism .