As was his wont, at times O. Henry would slip into a story something specific from his life. In the story that leads off The Four Million, "Tobin's Palm," O. Henry makes a literary declaration. One of the characters in the story is a writer who comments: "I wander abroad by night seeking idiosyncrasies in the masses and truth in the heavens above. The rapid transit is poetry and art: the moon but a tedious, dry body, moving by rote." This is just as O. Henry did. "'Ye will put me in a book,' says Tobin, disgusted; 'will ye put me in a book?' 'I will not,' says the man,' for the covers will not hold ye.

Not yet.'" O. Henry tried mightily to put the characters of New York into a book, and if he failed in his own eyes...