In 1629, a delegation of Jumano natives walked across the deserts of West Texas to a Franciscan mission in New Mexico. They asked the Spanish friars to baptise them. The friars asked who had taught them about Christianity. The Jumano said a young woman in a blue cloak had been visiting their villages for years. The friars had not sent her.

Her name was Sor María de Jesús de Ágreda. She was a Conceptionist nun in the cloistered convent of the Immaculate Conception in Ágreda, on the borders of Castile and Aragon. She had taken religious vows in 1620 at the age of seventeen. She had not left her cloister since. Her superiors testified she had not left her cell during the years the Jumano described seeing her.

Mary said the visits had been real. Between 1620 and 1623, she said angels had transported her body and soul across the Atlantic to the Jumano people of present-day West Texas and New Mexico. She said she had preached to them in their own language. She said she had told them to seek out the brown-robed friars. She estimated she had bilocated to the New World about five hundred times.

In 1630, the Franciscan custodian of New Mexico, Father Alonso de Benavides, composed a formal Memorial for King Philip IV documenting the Jumano testimony about a Lady in Blue. The following April, he traveled from Mexico City to Spain and went to Ágreda to interrogate Mary in person. She was twenty-nine. He questioned her about the Jumano people: their physical appearance, their dress, their territory, their chiefs by name. She answered correctly. He went on to Rome and presented a revised and expanded Memorial to Pope Urban VIII in 1634.

Mary served as Abbess of her convent from 1627 until her death in 1665. For the last twenty-two years of her life she corresponded directly with King Philip IV of Spain. She wrote fourteen books. She never crossed the Atlantic by ship. The Jumano testimony, the Spanish royal Memorial, and her own admissions are still in the archives. The Catholic Church has declared her Venerable. The historical record is still in three places at once.

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