Constitution.com reports:
By the end of January 1865, the armies of the Confederacy were seeing more defeats than victories. Union General William T. Sherman had marched through the South, taking Atlanta, Savannah and Wilmington. He then set his sights on Columbia, South Carolina. His march through the South was devastating to the Confederacy. They not only lost key cities, but most of their supplies and supply routes as well. Possibly worse than the loss of cities and supplies, Sherman’s march was demoralizing to many southerners.
By the end of February 1865, Sherman had captured and burned Columbia. Charleston, South Carolina and Wilmington, North Carolina had fallen to Sherman’s Union forces. Confederate President Jefferson Davis proposed a meeting with American President Abraham Lincoln, to discuss peace terms. However, Davis insisted that Lincoln formally recognized the independence of the Confederacy. Lincoln refused and the peace meeting never took place.
There's more:
On this day, May 10, 1865, the First Wisconsin and Fourth Michigan Cavalries surrounded Davis’s encampment. Reportedly, Davis tried to slip away to a nearby creek wearing his wife’s raglan or overcoat, but Davis was quickly captured by a member of the Fourth Michigan Calvary. His choice of grabbing his wife’s overcoat led to public mockery by a number of northerners. A song titled ‘Jeff in Petticoats’ became quite popular at the time.
Davis was charged with treason and imprisoned for two years at Fort Monroe, Virginia, being released on May 13, 1867.
The establishment historians can't explain why Jefferson Davis wasn't prosecuted. I guess the U.S. federal government was concerned that they couldn't get a conviction.
