So THAT'S what happened to my manuscript...

From Scott Donaldson’s excellent biography, Edwin Arlington Robinson: A Poet’s Life (2007):

Neither Robinson nor Peabody understood how the fates—and human frailty—were conspiring to prevent publication of Captain Craig. Normally, EAR would have received proofs early in 1901. He did not and could not, for on a cold winter’s night a member of the staff at Small, Maynard paid a visit to a Boston brothel, left the manuscript behind, and quite forgot about it. Robinson wanted the script back for revision, and the publishers were forced to stall him while they turned the office upside down in a futile search for it. Months went by before springtime, with the sap rising, lured the erring staffer back to the whorehouse. There the madam presented him with the manuscript she had carefully preserved.

Unfortunately, Small, Maynard had by then gone into receivership and decided not to publish Captain Craig after all.