[1] In 1912, Shepherd went to Europe as a correspondent for the Newspaper Enterprise Association, where he covered the Summer Olympic Games in Stockholm (1912) and reported on political events across European capitals.

He covered battles from multiple fronts, working alongside French, British, American, Belgian, Italian, Russian, German, and Austrian forces.

Shepherd also reported on the Russian Revolution of 1917 from Saint Petersburg and Moscow as a correspondent for the United Press, the Exchange Telegraph of London, and Everybody's Magazine.

[1] Post-war, Shepherd continued his journalism career by investigating and writing extensively on reconstruction in Germany, France, and the United Kingdom.

One notable investigative piece was his examination of the claim that John Wilkes Booth had escaped execution and lived in Texas and Oklahoma; Shepherd concluded that this theory was a myth in an article for Harper’s Magazine.