Caine urged America to join the war by writing articles, mainly for "The New York Times" and in 1915 he gave a series of lectures in the United States but these were not well received. In September 1915, at the conclusion of the first year of war, a series of articles featuring royalty, countries and events which included Archduke Ferdinand, the Kaiser and the Sinking of the RMS Lusitania that Caine had contributed to "The Daily Telegraph" were published as a book entitled "The Drama of 365 Days: Scenes in the Great War". Caine attended Nurse Edith Cavell's memorial service in St Paul's Cathedral, London, on 29 October 1915; the World War I British nurse who is celebrated for saving the lives of soldiers in Brussels from all sides without distinction. His account was published in The Daily Telegraph on 30 October and extensively in other newspapers. In 1916 he was invited to work with Lord Robert Cecil at the Foreign Office towards the creation of the League of Nations after the end of the war. "Our Girls: Their Work for the War", is the title of Caine's Christmas book published by Messrs Hutchinson early in December 1916, consisting of a series of Caine's articles written for the Ministry of Munitions, together with additional stories of women's working lives in the factories and in the hospitals. It was designed to be a gift for munitions girls to send to their men at the front.