A lady who gave her name as Mrs. Mary Ann Keith, of Memphis, Tennessee, was arrested in Lynchburg on Wednesday. When arrested she was rigged out in a full suit of soldiers’ clothes, and had registered her name at the Piedmont House as Lieutenant Buford. She said she had been married twice—her first husband having been a member of Sherman’s famous battery; her second was in the Southern army; but she stated she was separated from him, for some reason she did not make known. She declared she was all right on the Southern question, and scouted the idea of being a spy. She said her reason for dressing in soldier clothes was, that she had determined to fight the battles of her country, and thought such disguise more likely to enable her to accomplish her object. She was sent on to Richmond for a further hearing on Thursday morning.