In 1922, Cook and his family moved to Greece. They lived at Delphi, where they spent the summers camped in spruce huts high above the village on Mount Parnassus. After a short time, Cook began to wear fustanella, the traditional Greek shepherd's attire. In 1924 he contracted a rare infectious disease from his pet dog and died. Cook's obituary appeared on the front page of the New York Times.