Wallace Stevens began visiting South Florida and the Keys in the early 1920s with his good friend Judge Arthur Powell. Stevens was a director at the Hartford Accident and Indemnity Company, and these were prinicipally business trips, with a few days added on for pleasure. He was struck by what he found, so different from his New England upbringing, and his experiences here color many of the poems published in his first two books, Harmonium (1923), and Ideas of Order (1936). Stevens's first extant mention of the place comes in a letter to his wife, the former Elsie Viola Kachel, from Long Key on the tenth of January, 1922. In part, it reads:

Dear Elsie:
...
The contract arrived this morning, but instead of taking tonight's train for the North I am going to wait until tomorrow night's which should get me home on Friday night or Saturday morning. ... The sea is about fifty feet from the cottage in which I slept last night. This morning I just stepped out doors in my pajamas and used them as a bathing suit, taking a surf-bath. There are no ladies here so that one can do as one pleases. The place is a paradise—midsummer weather, the sky brilliantly clear and intensely blue, the sea blue and green beyond what you have ever seen. What a fool I should be not to come down here when I can give the results already achieved in return and still have a little fun out of it. I wish you could have come—that you could see how gorgeous it is. We must come together as soon as we can and every winter afterwards. I send you a check to enable you to keep things going until I get back.

With love,   
Wallace

It would be many years before Elsie accompanied Stevens on his annual jaunt to Florida. Stevens liked to do as he pleased, after all.

Quoted from Wallace Stevens's letter of Tuesday, January 10, 1922, as printed in Letters of Wallace Stevens, edited by Holly Stevens, University of California Press, 1966.