During the years of the First World War, Sharp found it difficult to support himself through his customary efforts at lecturing and writing, and decided to make an extended visit to the United States. The visit, made with his collaborator Maud Karpeles during the years 1916 – 1918, was a great success. Large audiences came to hear Sharp lecture about folk music, and Sharp also took the opportunity to do field work on English folk songs that had survived in the more remote regions of the southern Appalachian Mountains, pursuing a line of research pioneered by Olive Dame Campbell. Traveling through the mountains of Virginia, North Carolina, Kentucky, and Tennessee, Sharp and Karpeles recorded a treasure trove of folk songs, many using the pentatonic scale and many in versions quite different from those Sharp had collected in rural England. Generally, Sharp recorded the tunes, while Karpeles was responsible for the words.

Sharp was greatly struck by the dignity, courtesy, and natural grace of the people who welcomed him and Karpeles in the Appalachians, and he defended their values and their way of life in print.

Sharp's work in promoting English folk song dance traditions in the USA is carried on by the Country Dance and Song Society (CDSS).