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"His Last Bow" was first published in the UK in "The Strand Magazine" in September 1917, and in the US in "Collier's" in the same month. The story was published with three illustrations by Alfred Gilbert (best known as sculptor of the Shaftesbury Memorial Fountain) in the "Strand", and with five illustrations by Frederic Dorr Steele in "Collier's". It was included in the short story collection "His Last Bow", which was published in the UK and the US in October 1917.