Returning to Chicago by November 1897, he became associated with the group around the periodical "Free Society" that included Emma Goldman. He apparently conspired with her to attempt to break Alexander Berkman out of jail by tunneling into the prison, without success. After the assassination of President McKinley he was arrested and thrown into jail with all the other associates of the periodical, but released soon thereafter. Fox continued his writing and speech making career in New York and Chicago for the next few years, marrying Esther Abramowitz sometime in the middle of the decade.