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Correspondence, legal papers, and letter books of Shepard. The correspondence, which comprises the largest part of the collection, is rich in information about New York politics and social activities at the turn of the century. The letter books cover the years 1890-1911. The collection also contains legal papers, drafts of speeches, clippings, and memorabilia. Correspondents with Shepard include Felix Adler, Thomas Willing Balch, Frederic Bancroft, Bernard Baruch, Richard Rogers Bowker, William Jennings Bryan, Alfred Clark Chapin, Grover Cleveland, Hamlin Garland, Richard Watson Gilder, Edward Everett Hale, Fletcher Harper, Abram S. Hewitt, Charles Evans Hughes, John La Farge, Henry Cabot Lodge, Josephine Shaw Lowell, Hamilton Mabie, Walter H. Page, Alton B. Parker, George Foster Peabody, Bliss Perry, Joseph Pulitzer, John D. Rockefeller, Jr., Franklin D. Roosevelt, Theodore Roosevelt, Elihu Root, Carl Schurz, Kate Nichols Trask, Oswald Garrison Villard, and Booker T. Washington.

Letters written to Gay from political and literary contemporaries such as Horace Greeley, Charles Sumner, and William Bryant; reports in letter form from his reporters at the front during the Civil War; and personal correspondence including many letters from his wife, Elizabeth Neall Gay. Letters written to Mrs. Gay from family friends and business associates including many from her husband. Correspondence of other members of the Gay family including Walter Gay, Sarah Gay, and Allan Gay. Diaries, notebooks, and journals of Sydney Howard Gay.