News from the Rocky Mountains.-- Capt. Sublett's Fur company have just returned from the Rocky Mountains, and state, on the 12th of July last, in Pier's Hole, on the waters of the Columbia River, about 1600 miles from this place, Captain S. was attacked by a party of Black Feet Indians, and 4 Americans, 1 Frenchman, and 1 half breed were killed, and 4 wounded, among whom was Captain S. in the shoulder; 7 friendly Indians called the Neperse(sic) were also killed, and 6 wounded.- Five days after 7 persons were attacked near Jackson's Hole, not far from the Tetons, and Mr. More of Boston, and Mr. Fay of the state of Mississippi, were killed; and Mr. Alfred K. Stephens of St. Louis, was wounded and died five days after.

In the first engagement, at Pier's Hole, were nearly 250 men; mostly of Captain S's Fur company; some of Capt. Wythe's Oregon company besides about 10 of the Neperse (sic) and Flathead Indians, against about 100 of the Black Feet Indians.

Mr. Fitzpatrick, one of the fur company, was run into the mountains by a party of the Black Feet Indians, where he kept hid five days, and lived upon two meals, and finally made his escape by night. He lost 2 horses. The company 11.

During the fall of 1831 and the spring of 1832, 28 trappers have been killed by the Indians. The set of the mountain hunters are generally healthy. Captain S. who is considerably recovered from his wound, has with him 168 packs of fur, valued at more than $80,000.- Missouri paper.