The commercial failure of the movie Deliverance brought them home to the East Coast, where they began searching for alternative work. The success of their lecture series seven years earlier encouraged them to look for similar work. In early 1920 they took the opportunity to perform on the vaudeville circuit. Anne's biographer, Nella Braddy Henney wrote:

The set showed a drawing room with a fire crackling on the hearth; French windows at one side opening into a garden; a grand piano holding a great vase of flowers at the left. Velvet hangings in the background. When the curtain went up Mrs. Macy entered left stage in full spotlight (and no one but herself knew the agony that light cost her eyes). She came forward and told who Helen was, explained how she had taught her (just as in the lectures), and retired to the shadows while the orchestra played Mendelssohn's Spring Song, Helen's cue to enter.