In 1920, he put together his own band, with whom he recorded in 1925. That same year he also scored a gig on radio broadcasting with Art Hickman's orchestra; this ensemble toured the U.S., then did an extended residency in Florida. After some time in New York City, Fox and Arnheim reconvened in Hollywood, working at the Ambassador Hotel, and Fox continued to broadcast with his own bands. During this time he also did a number of film soundtracks. In 1930, Fox was invited to perform in London, which he first did on September 29, 1930. He recorded on the BBC that year, and when his band returned to the U.S. the following spring, Fox remained behind, recording with a new group for Decca Records and accepting an engagement at the Monseigneur restaurant in Piccadilly. In 1932, he fell ill with pleurisy and travelled to Switzerland for a stay at a sanatorium. During his convalescence the band was led by its pianist, Lew Stone. Upon Fox's return he resumed control of the band but when the Monseigneur contract came up for renewal in the autumn of 1932 was unable to agree terms. The restaurant's owner then offered the residency to Stone and all the band with the exception of trumpeter Sid Buckman decided to remain with Stone. Fox took out an injunction on the grounds of breach of contract against his singer Al Bowlly which prevented Bowlly performing with Stone's band on the first night, but Fox lost his action. Fox formed a new band with Buckman as trumpeter and vocalist, secured a residency at the Cafe Anglais in Leicester Square, London, and performed in Belgium as well as the UK. Art Christmas played a variety of instruments in this band. He made the films On the Air and Big Ben Calling in 1933-34, recorded for HMV in 1936, and toured Europe until 1938, when he fell ill again.
Later years
Fox moved to Australia, where he led the Jay Whidden Orchestra, and visited the U.S. for a few tours with small groups. He led a band in England in 1946-47, with appearances at the Isle of Man and London's Potomac Club. He went into semi-retirement after 1952, when he opened his own booking agency. He died in Twickenham, Middlesex in 1982, aged 80. His descendants include American LGBT organizer/activist, Toni Armstrong Jr.. His autobiography, Hollywood, Mayfair, and All That Jazz is still in print.