His other occupations did not prevent him from entering into literary pursuits. In 1820 he pronounced a discourse before the Historical Society of New-York, and in 1824, one at the opening of the New-York Athenæum, both of which are considered to have unusual merit; he was in the habit of contributing to the North American Review, and also translated the Code Napoleon. Unfortunately, this manuscript and some other interesting papers were soon after destroyed by fire. In 1826 he published the life of William Pinkney, whom he had known in Washington, and for whom he had the highest regard and admiration. This he afterwards abridged for Sparks's American Biography. His familiarity with the French language, laws, and customs, led to an intimacy with most of the exiles whom the downfall of Napoleon brought to this country. Count Réal, the minister of police under the empire, Count Regnault, the most brilliant orator of that time, General Bernard and Prince Achille Murat, all considered him as a friend, and retained as long as they lived a warm recollection of the kind welcome they had found at his house. In 1827 he was appointed by President Adams, Chargè d'Affaires to Denmark, and charged with negotiations the object of which was to obtain an indemnity for the American vessels seized during the last war between France and England. He embarked in July for England, where he had the satisfaction of again seeing the friends whose kindness had made his first visit to that country so pleasant, and also of meeting some of the most distinguished literary and legal characters of the day. Among the former, was Dr. Bowring, with whom he afterwards became intimate, and who was indeed one of the warmest friends he had in Europe. Although the first few months passed in Copenhagen were not without the trials attendant on a removal to a foreign home, and in this instance were still more overshadowed by the news of his father's death, and by the illness and death of his wife's brother, who had gone with them, Mr. Wheaton soon became acclimated, formed pleasant acquaintances among his colleagues and among the Danes, who are remarkably kind and hospitable to foreigners, and availed himself of the resources the country offered to one of his tastes. The letter to Judge Story, of which we give a _fac-simile_, will show his first impressions of Copenhagen.