He first appeared in vaudeville in 1913 doing a monologue and a short dance. In 1914, George M. Cohan wrote a monologue for him, and in 1917, Cohan, with "Chicago Tribune" sportswriter Ring Lardner wrote another piece for him, titled "First Aid for Father". Anson appeared with two of his grown daughters, Adele and Dorothy, and would bat papier-mâché baseballs made by Albert Spalding into the audience. He appeared in 1921 accompanied by his two daughters in an act written by Ring Lardner with songs by Herman Timberg.