Her married life was a gothic misery. She lived with Harry in her mother-in-law's mansion, constrained by their small-minded small town Presbyterian values. They looked down on Evelyn, feeling that Harry had thrown himself away on this worthless show person, while Evelyn found them mindless and anti-intellectual, with no interest in books, music or art. Just money and their narrow view of Christianity. In other words, she was bored senseless, and in one of her memoirs wrote that she prayed that she might have "the patience to bear the burden of her spiritual friends". One day a minister friend of Mrs. Thaw's was annoyed by one of Evelyn's little dogs, so he kicked him. Evelyn swore at him like a fishwife. Harry was increasingly obsessed with White, grilling Evelyn about him obsessively for hours. Years before, White has paid to have Evelyn's teeth fixed. Harry took her to a dentist and had all the work (fillings, everything) taken out - and redone identically. He also had a photographer come to the house and had him take pictures of Evelyn in which she posed as Bluebeard's dead wives (Seriously. You can't make this stuff up).

In June 1906, Mr. and Mrs. Thaw traveled to New York en route to London. They planned to take in dinner and a show at Madison Square Garden (an odd choice, considering Thaw's obsessive hatred of Stanford White). They had dinner at Café Martin, where they saw White across the room, who was there with his son. Evelyn began to panic, worried about what Thaw would do. They proceeded to Madison Square Garden to see a new show called "Mamzelle Champagne". The show wasn't very good and Evelyn said she would have been bored had sh not been so apprehensive about what would happen when White inevitably arrived, and sat at the table that was permanently reserved for him. The Architect arrived at the rooftop theater, a teenaged chorus girl on his arm. As the song "I Could Love a Million Girls" was sung, Harry got up from the table. A moment later, a gunshot was heard and pandemonium broke out as people realized Stanford White was dead, shot through the skull, and Harry Thaw was the killer.