Edwin Emerson, Jr. - Pepys's Ghost (1899)
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Well, this is an oddity - a recounting of some 1898 events done in the style of Pepys. Why? Don't know, but footnotes are included. There's New York gossip and an account of the Spanish-American War (Theodore Roosevelt and the Rough Riders make appearances). Pepys' more intimate adventures had not been printed at this time but it's unlikely this author would have followed that lead anyway.
Emerson (1869-1959) had an unusual life. A Cornell (sometimes reported as Harvard) graduate, he met and may have collaborated with Dvorak, tried to accompany the Japanese army during the Russo-Japanese War then headed into Russia (prompting a false report that he was shot as a spy), kicked around journalism with writings like this book and dispatches for numerous magazines such as The Nation (which later exposed his activities below), took up espionage, acquired "Colonel" while serving for the Venzuelans during a 1901 border dispute with Colombia (which seems to still not be settled), while finding time to serve with Roosevelt (a family friend) and the Rough Riders (or maybe this service was cover for more spying - Roosevelt personally signed the press pass). Emerson apparently was even reporting or fighting with Villa at the time of Ambrose Bierce's disappearance and denied that the commander had Bierce shot (according to Jerome Hart's In Our Second Century.)
In 1933 he unfortunately became a propagandist in the U.S. for the Nazis. According to Arnie Bernstein's Swastika Nation he set up an office in The Battery but later his group was absorbed by another one. After this, in 1934, he sailed from New York and according to one report met Hitler in person. In 1936 he wrote German Swordplay. The most full account of these activities is the 1943 House investigation into Un-American activities. He corresponded with Mencken for years until Mencken refused membership in Emerson's group due to the "imbecility" of the Nazis. His papers are at Georgetown and the New York Public Library.