The summer of 1918 was the last he spent in Gloucester. For the next thirty years, he spent four months each summer in Santa Fe, New Mexico, where the desert landscape inspired a new concentration on the rendering of form. Still, the majority of his works were completed in New York. As a result of his time in the Southwest, he and Dolly developed a strong interest in Native American arts and ceremonies and, back in New York, became advocates of Indian artists. In 1922 he organized an exhibition of work by Native American artists at the Society of Independent Artists in New York. He also championed the work of Diego Rivera, whom he called "the one artist on this continent who is in the class of the old masters." The Society of Independent Artists, which Sloan had co-founded in 1916, gave Rivera and José Clemente Orozco their first showing in the United States in 1920.