Theodore Jr. left his child Alice with his older sister Anna and traveled out west. He moved to the Badlands in the Dakota Territory, where he became a rancher at Elk Horn. During his two years out west, he learned the ways of the cowboys, but still found time for reading and writing. He wrote a book on Thomas Hart Benton, a famous U.S senator from Missouri, and another book entitled Hunting Trips of a Ranchman.