One of the most unusual aspects of Max Weber's 1904 journey to the United States was his trip to Oklahoma and Indian Territory. This article reconstructs the origins, rationale, circumstances and results of this experience on the American frontier. Weber used the opportunity to investigate social and economic development, observing the work of the Dawes Commission, the conditions of native American life and the emerging patterns of settlement and their consequences. He discussed these matters with many of the Territory's leading figures, such as Tams Bixby and Robert L. Owen. He viewed the transition from traditional society to modern capitalist economic conditions as inevitable and irreversible. But he also thought processes of sociation, modeled on the voluntaristic sects and supported by a worldly ethos, served as a counterweight and strengthened the fledgling democratic order.