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Crosby published his diaries, under the title Shadows of the Sun, in three volumes, each called a "series": 1922-1926 comprised the first series, 1927-1928 the second, and the entries for 1929 were a third, published posthumously. While Crosby rarely reworked his poetry, the same was not true for his diaries. Though their prose is designed to seem spontaneous – it is casually punctuated and unfolds at a breathless pace – in fact it has been carefully reconstructed from earlier notes by Crosby. Several examples of the process by which a "diary" entry was eventually constructed are on display at the Special Collections website under "Exhibit" in Southern Illinois University at Carbondale.

In general, Crosby began by jotting observations in one or more working notebooks. When Crosby was visiting New York and Boston in 1928, for example, he kept two notebooks: a vest-pocket size notebook designed for addresses and a small-size (6" x 9.5") ruled notebooks with a three-hole punch. In these notebooks, Crosby recorded a potpourri of items: ideas for poems, phrases that intrigued him, possible ways of arranging poetic narratives, the names of racing-horses, addresses and friends, notable remarks, and (most often) events that served as a chronicle of the day. Crosby would return to this melange of material to find inspirations for creative work. But he also returned to it, on a regular basis, to construct from it various passages that were organized around dates and diary-like entries. After writing out these entries in longhand, Crosby then transferred them to a typescript in which he made minor corrections and adjustments before sending the work on to be printed. The entire process reveals the extent to which Crosby labored to give his published diary the air of a spontaneous occurrence. In many cases the original notes were expanded and even embellished.

These diaries, then, reveal some of the care with which Crosby went about constructing a distinct version of himself, of his friends, and of his times. The diaries eventually became a preoccupation no less important than his poetry – possibly even more important. Though privately printed and limited to 44 copies, the diaries were offered by Crosby to the English publisher Jonathan Cape who expressed an interest in publishing them. Were it not for the objections of Harry’s father, the arrangement for a posthumous publication of selections from the diaries by Cape would have succeeded; it would be nearly fifty years before they would be reprinted, in 1977 by the Black Sparrow Press.

A fine example of the way in which Crosby’s working notebooks functioned as a seedbed for both his experimental poetry and his diary entries is this page from one of the notebooks kept on his 1928 journey to Boston and New York. At the top of the entry, Crosby has jotted down the information about the cost of the word "womb." This evidently recorded a problem at the U. S. customs when Crosby attempted to import copies of the Black Sun Press edition of "Sun" by D. H. Lawrence. But it would surface again as one of a series of mock-headlines in an unpublished poem entitled "Herald" – a result of Crosby returning to the notebooks for ideas that would appear in his experimental poetry.

Crosby goes on, in this typical page from his working notebook, to jot down brief responses to the paintings of Georgia O’Keefe. These jottings in turn will be further developed for publication in Shadows of the Sun in part of the diary entry for December 6, 1928. But these notes on O’Keefe are not Crosby’s first impressions. His first reactions to O’Keefe can be found in hasty phrasings scrawled in the vest-pocket notebook that also dates from the 1928 American trip. What such a series of notes indicate is that Crosby regularly returned to various notebooks, each time upgrading the writings in them. Beginning with his vest-pocket scrawl, he then elaborated it into a series of observations in his ruled notebook, which he then transformed into a dated diary entry written in longhand that was written with an eye toward seeming as if it had been sketched at white-hot speed. In fact, that "sketch" must have been written several days later, and with decisions made about the proper style in which it should appear in order to seem spontaneous.

The painting by O’Keefe whose photograph struck Crosby’s eye may have been "East River from the Shelton" painted in 1926-1927.