Benchley began at "Vanity Fair" with fellow "Harvard Lampoon" and Hasty Pudding Theatricals alumnus Robert Emmet Sherwood and future friend and collaborator Dorothy Parker, who had taken over theatre criticism from P. G. Wodehouse years earlier. The format of "Vanity Fair" fit Benchley's style very well, allowing his columns to have a humorous tone, often as straight parodies. Benchley's work was typically published twice a month. Some of Benchley's columns, featuring a character he created, were attributed to his pseudonym Brighton Perry, but he took credit for most of them himself. Sherwood, Parker, and Benchley became close, often having long lunches at the Algonquin Hotel. When the editorial managers went on a European trip, the three took advantage of the situation, writing articles mocking the local theatre establishment and offering parodic commentary on a variety of topics, such as the effect of Canadian ice hockey on United States fashion. This worried Sherwood, as he felt it could jeopardize his forthcoming raise.