In his first year of teaching, Wilcox requested the final month off and sailed to Rotterdam, Netherlands in May, 1914. Sketching his way through the Netherlands, Belgium, and Germany in the final days of the Belle Époque, he found himself in Munich when World War I broke out. He left for Antwerp to return home, but had to return to Germany because he could not exchange his money. There the Germans arrested him twice the same day in Cologne on suspicion of espionage. His steamship ticket allowed his release, and he took a train to Rotterdam. Here he caught the last ship for New York. Liege had already fallen.