He began his career as a freelance writer before World War I; he was two months short of his 20th birthday when his first story, "The Foreigner", appeared in the May 1916 issue of H. L. Mencken's literary magazine The Smart Set.
In his early career Berlin directed advertising for The Smart Set and McClure's magazines.
His replacement, Charles Hanson Towne, was the magazine’s first editor to actively push for new literary talent such as O. Henry and James Branch Cabell.
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In their most successful effort to boost revenue, Mencken and Nathan began the pulp magazine Parisienne in 1915 as a place to publish a surplus of manuscripts they deemed too inferior for The Smart Set.
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Four years later, Conklin and Burton Rascoe published The Smart Set Anthology (1934, reissued as The Bachelor's Companion in 1944), the first collection of stories from that important literary magazine.