Prior to 1890, members of Phi Sigma held an annual picnic on the Fourth of July in Lake Forest, Illinois. In 1890, Dr. Walter M. Fitch, a member of the society, invited members to his cottage in Twin Lakes, Wisconsin for a camping trip instead of a picnic. By 1891, the campers officially incorporated a group called the Phi Sigma Camping Club in order to hold an encampment annually. Although the annual camping trip no longer takes place, Phi Sigma members still participate in an annual May Outing or May Party.