Livy had died in Florence, Italy. Her funeral was held in Elmira, New York July 14 of 1904. Sam would take residence in Tyringham, Massachusetts for four months before moving into an apartment at 21 Fifth Avenue, New York, where he would keep residence until June of 1908, when his final home, known as Stormfield, was built in Redding, Connecticut. Following the death of his youngest daughter, Jean, on December 24th of 1909, Sam likely found the solitary life in this house unbearable and took his final trip to Bermuda, January 7th of 1910. He stayed there until April 12. When he came to leave the Islands, he was too weak to be dressed. Wrapped in his coat and a few rugs, Clemens was carried in a canvas chair to the SS Corona, then taken by the tender to the RMS Oceana. He died April 21st of a heart attack on April 21, 1910, in Stormfield, one day after Halley's comet's closest approach to Earth

With the idea that Jean would receive better treatment for her epilepsy, the family returned to the United States. Twain had stated in the New York Herald, October 15, 1900, that he had departed the U. S. as a "red-hot imperialist" but had returned home an "anti-imperialist". Much of the family's time was spent finding a comfortable place for Livy, who's health was always fragile, and seeking treatment for Jean. They resided, for the most part, in New York City but also spent time at Saranac lake, Riverdale-on-the-Hudson, and at Quarry Farm. They finally took Livy to Florence, Italy where she died in June of 1904. The family would return to New York July 12, 1904.

Following the death of their eldest daughter, Suzie, the family went into a self-imposed exile in Europe for the next four years. Much of this time was spent chasing about Europe and England, seeking cures for their ailments and treatments for Jean's epilepsy. The following Day By Day entries for August to December of 1896 are found in Volume II, from January of 1897 to October of 1900 are from Volume III.

Part of H. H. Rogers' strategy for returning Mark Twain to wealth was to have him pay-off all his debts by taking a lecture tour around the world. The tour would also result in his book "Following the Equator". The book does not include that portion of the tour across the northern tier of North America. Sam, Livy and daughter Clara, accompanied by Major Pond, who managed this portion of the tour, and his wife, started from Cleveland; crossed the Great Lakes; through the Prairies; over the Rocky Mountain and the Cascades to the Pacific Northwest. From there the family crossed the Pacific Ocean to Australia, visited New Zealand and went on to India and South Africa. Ending the tour in England, they discovered that Susie, the eldest daughter who'd stayed in Hartford, had died from Spinal Meningitis, effectively sending the family into a self-imposed exile of mourning. But Sam's debts had been effectively paid off, thanks in large part to the efforts of Henry Huttleston Rogers.

Sam Clemens and his family wandered about Europe from June of 1891 to May of 1895, seeking cures for their aches and pains; schooling for their children; and some relaxation. Sam was in rather dire financial straits but it was during this period that he became acquainted with Henry Huddleston Rogers, who along with his secretary, put Sam back on the road to financial stability. This effort required Sam take several trips across the Atlantic while his family remain in Europe.

The Clemens family had their longest period of residency at their Hartford Home on Farmington Avenue, from September of 1879 to June of 1891. They spent their summers in Elmira with Mark Twain writing in his octagon at Quarry Farm. The summer of 1890 found them in the Catskills and by June of 1891 Sam had decided the family needed to economize, so they moved to Europe.

Sam wrote to his mother that the distractions of life in America were too interruptive of his writing, so he decided to relocate to Europe "until I shall have completed one of the half dozen books that lie begun, up stairs.". Part of this period was spent in the company of Joe Twichell, in the guise of Mr. Harris in the book "A Tramp Abroad". Sam and his family spent most of this time in Germany and Switzerland but also visited France, Italy, Belgium, the Netherlands, and England before returning to Hartford, Connecticut.