Can't speak for the authenticity, but found this online:
Like most newly minted young officers during the final months of the war with Mexico, Ambrose Burnside found garrison duty a royal bore. He dealt with it by gambling often, a habit that apparently got the better of him. By the time he was transferred to Fort Adams back east, the guy had accrued six months' salary worth of gambling debts. Reassignment to Rhode Island spared him the trouble of doing something about it.
Financial troubles seemed to follow him wherever he went. During his tour of duty in New Mexico around 1850, he took over the quartermastering responsibilities of his little post for want of officers and eventually became associated with $5,700 in army funds that were unaccounted for. Though the bookkeeping error (or embezzlement) may have been somebody else's, Burnside was held responsible for it, a debt that dogged him even after he resigned from the army.
But his most intriguing money mishap must be the one that involved A. P. Hill, who made a loan to his friend Burnside before the outbreak of war that was never repaid. In the eleventh hour of the Battle of Antietam, after elements of Hill's Light Division had made their dramatic entrance on the battlefield and thwarted the Federal Ninth Corps in its flanking attack, one of the Confederate general's men pointed out to him that it was Burnside they had foiled. "Don't you know him?" asked the fellow. "I ought to," quipped Hill. "He owes me $8,000!"