Mather Howard Burnham (1870–1917), who became a spy for France in World War I, and Frederick Russell Burnham, the celebrated scout, (1861–1947) were his second cousins.
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Burnham attended a military high school in Hamden, Connecticut and upon graduation he attended Sanborn's school in Concord, Massachusetts and Lawrence scientific school (now known as Harvard School of Engineering and Applied Sciences) in Cambridge, Massachusetts.
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