A collection of objects no larger than a man’s hand

Cook, from 1924 to 1941, made his residence at Lake Hopatcong, in Hopatcong, New Jersey, which was then a popular resort. His house was appropriately named "Sleepless Hollow" for the many parties he gave and celebrities he entertained. One visitor, his librettist Donald Ogden Stewart, later recalled that "Joe lived on a mad gag-infested estate in New Jersey which bewilderingly expressed his genius. On his three-hole golf course one drove off confidently into what looked like a fairway only to have one's ball rebound sharply over one's head from a huge rock that had been cunningly camouflaged. The last green was a golfer's paradise in that no matter where the ball landed it rolled obediently into the hole. Conditions inside the house were similarly deranged. The "butler" was one of the contortionists, acrobats, midgets, or other show-business people whom Joe had picked up his years in Vaudeville. Poor Mrs. Cook lived bravely in this cuckooland and struggled apologetically to bring some degree of common sense into the madhouse." The Cookhouse still survives at Lake Hopatcong but is not open to the public.

Cook was diagnosed with Parkinson's disease in 1941. This forced his retirement from show business. He sold the lake house the same year and moved to a more modest residence in New York State, where he resided until his death in 1959.