In poetry, he sought the revolutionary outcome for other nations that he believed had come to a successful conclusion in the United States. His 1871 poem, "The Prayer of the Romans", recites Italian history up to that time, with the "Risorgimento" in progress: liberty cannot be truly present until "crosier and crown pass away", when there will be "One freedom, one faith without fetters,/One republic in Italy free!" His stay in Vienna yielded "The Curse of Hungary", in which Hay foresees the end of the Austria-Hungarian Empire. After Hay's death in 1905, William Dean Howells suggested that the Europe-themed poems expressed "(now, perhaps, old-fashioned) American sympathy for all the oppressed." "Castilian Days", souvenir of Hay's time in Madrid, is a collection of seventeen essays about Spanish history and customs, first published in 1871, though several of the individual chapters appeared in "The Atlantic" in 1870. It went through eight editions in Hay's lifetime. The Spanish are depicted as afflicted by the "triple curse of crown, crozier, and sabre"—most kings and ecclesiastics are presented as useless—and Hay pins his hope in the republican movement in Spain. Gale deems "Castilian Days" "a remarkable, if biased, book of essays about Spanish civilization".