[5] The first county office was a covered wagon, with a one-room courthouse being built in 1915.
A year before that, in the Spring, a general store was constructed, and afterward a newspaper, the first church and the post office were established.
Two sites in Arthur are listed in the National Register of Historic Places.
The Pilgrim Holiness Church was built in 1928 out of straw bales, in response to the region's dearth of trees or construction sod.
According to the United States Census Bureau, the village has a total area of 0.31 square miles (0.80 km2), all land.
Like most of the High Plains, winters vary from frigid due to incursions of Arctic air, to an average of six afternoons between December and February of 60 °F or 15.6 °C or higher during the afternoon due to chinook winds off the Rocky Mountains.
During dry spells with the upper subtropical ridge is pushed northwards, heatwaves and droughts can occur: 113 °F or 45 °C was recorded during the infamous 1936 heat wave, when Arthur averaged 98.6 °F (37.0 °C) as monthly maximum; in contrast, the wet month of July 1958 had an average maximum of only 79.8 °F or 26.6 °C.
42.6% of all households were made up of individuals, and 23% had someone living alone who was 65 years of age or older.
The racial makeup of the village was 97.93% White, 0.69% Native American, 0.69% Asian, 0.69% from other races.
27.4% of all households were made up of individuals, and 16.1% had someone living alone who was 65 years of age or older.
There were 13.7% of families and 18.4% of the population living below the poverty line, including 20.8% of under eighteens and none of those over 64.