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By 1911 Errol had graduated to the New York big time in the 1911 "Ziegfeld Follies" on Broadway, notably in two skits with the legendary Bert Williams. Errol's sister, Leda Errol (née Sims) was a personal friend of Ziegfeld Follies star Fanny Brice, and she appeared with him in the Ziegfeld Follies doing one- and two-act plays. He appeared every year in the Follies through 1915, when he is also credited as director of the show that included W.C. Fields, Ed Wynn, as well as Marion Davies as one of the Ziegfeld Girls.