Another personal tragedy occurred in late March 1901, when Bierce’s son Leigh died of pneumonia in New York. Bierce was shocked and sickened to have outlived two of his three children.

Bierce spent the autumn of 1903 in West Virginia, surveying the ground he had known as a young soldier. In a life that felt increasingly empty, the old sites filled him with welcome emotion.

On April 27, 1905, his wife Mary died of heart failure in Los Angeles. Just a few months earlier she had sued for divorce, perhaps believing that Bierce wanted to remarry in Washington. He never did.

He ceased to write for Hearst entirely in 1909, when he began to arrange his Collected Works, an uneven, twelve-volume collection published between 1909 and 1912 by the Neale Publishing Company.

   

Having reached the end of his literary career, and feeling the need for change and adventure, Bierce made plans to leave Washington for good. His letters to family and associates suggest that he was seeking an end in revolutionary Mexico. Famously, he wrote to his niece that it would be "a pretty good way to depart this life" to be "stood up against a Mexican stone wall and shot to rags."

In the fall of 1913, while en route to El Paso, Bierce paid final respects to a number of his old Civil War battlefields. He passed over the Mexican border in late autumn, and wrote one last letter from Chihuahua on December 26. He ended by remarking, "As to me, I leave here tomorrow for an unknown destination." Thereafter, Bierce disappeared. Despite the many rumors and hypotheses concerning his death, nothing substantial is known of his final days.