As a science writer Allen popularized associationist psychology (Alexander Bain), evolutionary biology(Spencer and Darwin), anthropology (James Frazer) and sociology (Spencer). Eventually he began to write fiction, and enjoyed moderate success. He published detective adventures and mystery stories. His most famous character was Colonel Clay, a lovable rogue which is considered a forerunner to many later creations such as Raffles and Arsene Lupin.

Allen eventually settled in Surrey, first at Dorking and then finally at Hindhead. Here he entertained the company of a radical circle of friends, the closest of which was Edward Clodd. He made several travels on the continent, to Canada and to the United States. Even to Egypt. His travels guides were widely read and popular.

Gradually Allen's ambitions as a writer and thinker grew, and he published many articles on the woman question. In 1893 he began a work that would bring him world wide fame, The Woman Who Did, published 2 years later by John Lane. The novel went through 20 editions and was twice adapted as a silent movie.

In his last few years, Allen struck up a friendship with his neighbour Arthur Conan Doyle, who had a relative suffering from consumption. Allen too suffered from a graveyard cough. However, the cause of death was listed as liver related problems. He died in his home on October 24 1899, and Frederic Harrison, the famous positivist, held a speech at his funeral.

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Photographs of Allen's first home in Surrey