Sherwood was one of the original members of the Algonquin Round Table. He was close friends with Dorothy Parker and Robert Benchley, who were on the staff of "Vanity Fair" with Sherwood when the Round Table began meeting in 1919. Author Edna Ferber was also a good friend. Sherwood stood tall. Dorothy Parker, who was , once commented that when she, Sherwood, and Robert Benchley () walked down the street together, they resembled "a walking pipe organ." When asked at a party how long he had known Sherwood, Benchley stood on a chair, raised his hand to the ceiling, and said "I knew Bob Sherwood back when he was only this tall."