After making a stir in London as a pianist and composer from the opening years of the twentieth century, and doing valuable work collecting English folk song, Grainger hastily embarked for New York in the summer of 1914 as the Great War began. In America, he made a similar splash performing and having his own works widely performed. With the United States' entry into the war on April 5, 1917, popular support for the Allied effort rendered his conscientious objector stance untenable and threatened to break the large strides his career had taken. On a sudden whim on June 9, 1917, he bought a soprano saxophone and enlisted at Fort Totten as a bandsman, from which he was promptly assigned to the 15th Band of the Coast Artillery Corps, Fort Hamilton, South Brooklyn. Bandleader Rocco Resta was a friend from civilian life and Grainger spent a quietly productive time practicing wind instruments, conducting on occasion for Resta, and composing.

Among the works begun or completed during this period, the Children's March "Over the Hills and Far Away," scored for winds, percussion, and piano, is one of his happiest inspirations, encapsulating both a newly found fondness for wind sonorities and his essentially childlike nature. The piece bears no relation to the like-named, richly evocative variations of his friend Delius, composed in 1897, though both explore realms of archetypal innocence. Begun in 1916 and completed in 1918, Grainger's work is dedicated—tantalizingly and for posterity, mysteriously—to "my playmate beyond the hills." A brief excerpt "dished up for piano" (as Grainger described his arrangements) was also made in 1918 and the transcription for piano, four hands, of the entire piece followed in 1920.

A few preludizing bars bring an infectiously skipping melody quietly in to be richly varied in alternations from entrancingly confiding to riotously gay as the music modulates downward through a cycle of fifths —F, B flat, E flat, A flat—and back, though halting at the return to B flat as the music dies away, suggesting some merrily unfinished business just out of earshot. The four hands version compensates for the audacious band scoring (e.g., tambourine, castanets, snare drum, and a xylophone mallet striking a piano bass string at the peroration) with the virtuosity of splashily skirling passage work, sweeping glissandi, and sheer pulsating gusto. Grainger performed the four-hands version with his friend Ernest Hutcheson as part of a benefit concert for Moritz Moszkowski at Carnegie Hall on December 21, 1921, sharing the stage with such luminaries as Ossip Gabrilowitsch (Mark Twain's son-in-law, by the way), Alfredo Casella, Ignaz Friedman, Josef Lhevinne, Wilhelm Backhaus, and Leo Ornstein.

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