Throughout the 1920s and 1930s, Thompson worked as a freelancer, selling topical films and travelogues in many places such as Mongolia, Borneo, China and the Philippines. Thompson was arrested in Chicago in 1923 for impersonating naval officers and passing worthless checks. In the 1930s, Thompson filmed the Japanese invasion of China, the German occupation of Austria, the Italian guerrilla war in Ethiopia, and the Spanish Civil War.