[4] In 1883, he founded Our Day, a newspaper published in New York City whose target readership was Southerners,[1] but it failed by 1885.

[3][6] Initially, it was a fundraising newsletter for the construction of a monument in honor of Jefferson Davis, the president of the Confederate States of America, in Richmond, Virginia.

[2] Cunningham attended meetings of the executive committee of the United Confederate Veterans, as he did for example in Louisville, Kentucky in 1903.

[9] On April 29, 1909, he attended the dedication of the Sam Davis Statue outside the Tennessee State Capitol in Nashville; it was Cunningham who had suggested its commission.

[2] He also served on the committee for the construction of the Jefferson Davis State Historic Site in Fairview, Kentucky, but he died before it was erected.

[1] Cunningham died of nose haemorrhage on December 13, 1913, at Saint Thomas Hospital in Nashville, Tennessee.

[14] By January 1914, the Nashville and Tennessee chapters of the United Daughters of the Confederacy passed a resolution in honor of Cunningham.

[18][19] On October 28, 1921, a bronze and granite monument designed by Italian sculptor Giuseppe Moretti was added to Cunningham's grave in Shelbyville.

[1][4] The Nashville chapter of the UDC endowed the S. A. Cunningham Scholarship at Peabody College (now Vanderbilt University) in his memory.

[3] His papers are held at the Louis Round Wilson Special Collections Library on the campus of the University of North Carolina at Chapel Hill.