The rhetorical device used by Twain in this excerpt is the anecdote (C.).
<u>An anecdote is defined as an entertaining narrative, usually relating biographical events</u>.
This definition fits to the text because the story is an account of events which happened to the character in the past ("One winter's night, two years ago, I...") and the narrative is comical enough to be considered for entertainement value ("I was carrying off a box of guns ... and he had got my corpse!").
