Rolshoven moved to London in 1896, where his wife died the following year. The artist moved away to a castle near Florence called Castello del Diavolo, practiced portrait and genre painting, and continued teaching. He submitted My Great-grandmother's Finery (unlocated) to the Exposition Universelle of 1900, which won him an Honorable Mention. A year later, he was the recipient of a bronze medal at the Pan-American Exposition in Buffalo, where two portraits and From Tuscan Wanderings, possibly a landscape, were on view. Stebbins (1982, p. 358) mentions that Rolshoven met Chase and his group of Art Students League students in Florence, in the summer of 1907.
Still showing aesthetic curiosity, Rolshoven ventured to Northern Africa in 1910 and later executed a series of Tunisian paintings. The University of New Mexico has his Tunisian Bedouins (see Ackerman, 1994). Rolshoven fled France during the war years (1914-18). He visited the Panama-Pacific International Exposition in 1915 where he exhibited an Italian scene. The painter remarried a year later and discovered another exotic area, Taos, New Mexico, where he set up a studio and painted Southwestern Indian themes, for which he is well known. Rolshoven was elected an associate of the Taos Society of Artists in 1917. Two years later, he revisited Florence but returned to Taos regularly until his death in New York City, on December 7, 1930. There was a certain classicism in Rolshoven's late period, for example, Donna Tosca, exhibited at the NAD in 1926. The elegant pose brings to mind the statuesque sitters of Sir Joshua Reynolds and the tight brushwork seems to represent a new direction for a former "Duveneck Boy."