McCutcheon's adventures included trips to Africa to report on the Boer War in 1900. He later returned to Africa in 1909–10 to take part in big-game hunting and spent some time on safari with Theodore Roosevelt. In 1914, McCutcheon traveled to Mexico, where he met and drew a portrait of Pancho Villa. During a trip to Europe in 1914–16 as a war correspondent, McCutcheon was an eye-witness to the German invasion of Belgium at the beginning of World War I. He also covered the war in England and France before returning to his work as a cartoonist in Chicago.