Mormons in the early 1900s engaged Independence Day against a backdrop of political and cultural conflict about Mormon patriotism.  By my reading, however, the diaries in this study reveal almost nothing of such contestations. The rural/urban divide played the dominant role in how missionaries observed the Fourth. 
The Elders working in rural or semi-rural areas gave no or only slight hints of commemoration.  Elder Jones came closest by talking about celebrations in Nevada until his listeners “fe[lt] like they would like to be where they could enjoy themselves.” 
Missionaries in cities had a different experience. Elder Folkman, silent in 1901, “celebrated in fine stile” in Galveston in 1900, with watermelon, ice cream soda, candy, and a day at the beach.  In 1901 Sister Carling and others celebrated with relaxation, ice cream, fruit, tourism, and fireworks with church members.  In 1904 Sister Cluff’s group in St Louis “got up a party of Elders Sisters and Saints” for a riverboat trip and picnic; in 1905 in Kansas City her group spent the day at an amusement park.  Folkman doesn’t mention it, but Carling and Cluff both note that people around them were also pursuing holiday activities.
1904 was different in that the mission sponsored a program:
To-day we have the mission building beautifully decorated with flags, bunting and pictures of Washington and Roosevelt. The missionaries went over to Independence to eat dinner on the temple property. At eight o’clock to-night we had a patriotic meeting on the lawn in front of the mission building, at which I spoke on “examples of patriotism”, Elder Larson read the views of Joseph Smith on the “powers and policies of government,” and songs and recitation were given. Many people were on the streets and on the lawn to listen to the program. 
Note the combination of sacred and secular: commemorating a political holiday on the temple property and emphasizing prophetic utterance on government.  I don’t have evidence, but I imagine that Duffin’s planning was influenced by the Democratic National Convention in St Louis later that week, which Duffin attended, and the ongoing Smoot investigation. 
The “Southwestern States Mission” series uses the diaries of
six seven eight (as of 2012 Jun 17) missionaries who served in eastern Texas or, in the case of the Sister missionaries, in Kansas and Missouri, around 1900 to illustrate aspects of Mormon material culture, lived religion, and social History. The missionaries are Mission President Duffin, Elders Brooks, Clark, Folkman, Forsha, and Jones, and Sisters Carling and Cluff. The series is inspired by Ardis Parshall’s serial posting of the missionary diary of Willard Larson Jones at Keepapitchinin. Previous installment here.
 Between the Roberts and the Smoot hearings, not to mention the messy non-end of polygamy, questions about Mormon patriotism remained in the news. The Mormons, for their part, claimed to be the true legatees of Independence. Even in the late twentieth century, I have heard people complain about Pioneer Day being a bigger deal in Utah than Independence Day. (Stay tuned for (hopefully) a post on Pioneer Day.)
 All of the missionaries in this study were citizens of the United States of America. There were also a few missionaries from Canada and Mexico (I don’t know their citizenship status). Between aiming to post before the Fourth of July and being in Calgary for the Mormon History Association meeting, I am posting about Independence Day on Canada Day, from Canada. (Actually, when July 01 falls on a Sunday, the official holiday is July 02, Monday. Patriots of all nations know, however, that both days are Canada Day and should occasion twice the partying.)
 The diaries in this study could potentially provide seventeen accounts of Independence Day, but there are only seven references. Clark did have a baptism (Clark, 1900 Jul 04 Wed) and held a meeting about “the Book of mormon and the Divinity of the Prophet of God the people done considerable Squirming when the name of the Prophet is used.” (Clark, 1901 Jul 04 Thu). Brooks was, like many missionaries in the summer, wretchedly sick. Elder Forsha and Elder Folkman record amusement on the Fourth in 1901 but do not give a reason. “This was my sick day again and I was sick but not so bad as the time before. My vomiting spell didn’t last so long though I suffered with my head. Couldn’t eat anything. All I craved was something cold.” (Brooks, 1900 Jul 03 Tue); “Had a good night’s rest. Got up feeling quite well. The lady of the house fixed me some chicken supe which I ate and enjoyed. I felt very well most all day but at night the fever came back again. I didn’t sleep hardly any that night. About two o’clock in the night I began vomiting.” (Brooks, 1900 Jul 04 Wed); “July 4. This Morning. After breakfast. Elder Shipp and I got some tubs and Carried water from a branch about. 1/4 Mile from the house for Sister Findley to wash our clothes as the Well Water was not good. to wash in After this I made out my report. and. wrote a letter home. after which Bro Findley went down to the Melon patch and got some lovely Water Melons. and we had a feast. Eating Melons and reading. until Bed time about 9 O’Clock.” (Forsha, 1900 Jul 04 Wed); “July 4, 1901. Thursday. I rowed the boat for the women folks so they could fish but did not catch any. Got all sun burned. Had lots of fun.” (Folkman, 1901 Jul 04 Thu).
 “The Fourth passed away without much excitement, but I guess that they were having a grand time at home. I sat and read until noon, then had a shave and a nice dinner, after which we walked over to Bro. Haskins’ where we spent the rest of the day talking with the folks about what they were doing at home. It made them feel like they would like to be where they could enjoy themselves.” (Jones, 1900 Jul 04 Wed); “The 4th of July found me away down in Texas again. … We stopped at the picnic ground and after resting for a short time I went to the store and bought a little crackers and sardines for our Fourth dinner. … Thus the 4th was spent traveling over the hot roads of Texas while the folks at home were having an enjoyable time.” (Jones, 1901 Jul 04 Thu).
 On 1900 July 02 Folkman and the three other Elders working in Galveston received word from mission headquarters to leave their rented room and “depend upon the Lord.” Folkman wrote, “Of course we have to obey, but we will stay untill after the 4th of July.” How to proselyte in cities was a big question in LDS missionary work around the turn of the century. Methods that worked well enough in rural areas, like living ‘without purse or scrip,’ worked differently, if at all, in cities. The tension between Folkman and Duffin in the Jul 02 entry is fairly typical of the process of adapting to an urbanized US. “Went to the P. O. Received a letter from Pres. Duffin telling us to discontinue renting a room and go and depend upon the Lord to open up the way for us, which came like a blow to us all. We got the consent of the conference pres. to rent the room and then word comes from headquarters to get out. Of course we have to obey, but we will stay untill after the 4th of July.” (Folkman, 1900 Jul 02 Mon); “Celebrated in fine stile. Helped eat a watermelon. In the morning went down to the beach. Stayed their untill eveing. Went up town. Had supper, then walked around. Had an ice cream soda and ten cents candy between 4 then we retired.” (Folkman, 1900 Jul 04 Wed).
 Carling did not participate in all of the fun but did not specify why not. “As it is a holiday, the Elders can not work, so we all stayed at the office in the forenoon. In the afternoon, some of the Elders wanted a young lady, who came to see me, and myself, to go down town to have ice cream, but I thot it best not to go, so when the Elders  went to dinner, they each one brought something back for me. Bro. Hamilton came first with a large glass of ice cream soda. Then the others came Bro. Bradshaw brought me a pint box of ice cream. Bro. Walker had heard me say I was fond of bananas so he brought a sack of banans some of the others brought apples and peaches so we had a good time. It almost made me shed tears to see how very thoughtful the Elders were of my comfort and happiness. [¶] In the afternoon Elder Allen took me out to “Elmwood” Semetary to see the grand vaults and tomb stones. There are millions of dollars spent for show in these places and there are hundreds of people in this city who are realy suffering for food and shelter. [¶] We also called on some of the Saints Sister Platts, Lange, and Forester. Were treated very kindly at each place. [¶] We stopped and took supper with Bro and Sister Platts and after supper had the pleasure of seeing the boys  fireworks, had ice cream then came home. We are forming ties of friendship which I hope will never decay. Bro. Pletts is a strange man, but very kind hearted. He told me to remember, I was always welcome at his place, and whenever I needed a friend, I would find one in he and his wife.” (Carling, 1901 Jul 04 Thu, p 25-27).
 “On the anaversary of the Nation’s birth, July 4th, we got up a party of Elders Sisters and Saints, chaparoned by Papa and Mamma Martin, and took lunch down to Montesano a picnic resort twenty miles down the river. We had a fine time. The river is about a mile wide at the docks, smooth but very muddy. The boat measures three hundred feet long by ninety wide, and there were fifteen hundred people aboard, so the captain informed me. We might have gone to the Fair, but the noise and crowd would not have been enjoyable, so we took the boat-ride which was the more preferable of the two, because all had been to the Fair so many times. Below on the lower deck, a band of music was stationed, playing the National airs, Hail Columbia, Star spangled Banner &c, and also dance tunes to which many light feet tripped the light “fantastic toe.” On the upper deck were placed tables and chairs for the convenience of eating and of which we availed ourselves, all sitting at one table. “Papa,” in the midst of all the pretty confusion returned thanks to God for our food, after which we partook of our meal with merry talk and laughter. The rain was pouring when the boat touched the shore, so we did not land, but walked up and down, above and below thru the boat, which by the way was named Chester. [¶] At 6.30 the bell sounded for our return, there was a scrambling for the gang-plank, the rope was loosed and the boat headed up the river. The rain had ceased by this time, so the Elders carried our belongings up on the hurricane Deck where we get a view all up and down the river, and both the Missouri and Illinois side or bank. As dusk came on we whiled away the time by singing (Mama Martin is good) recitation, funny stories and in a most pleasurable manner. The profile of the bluffs covered with trees and vegetation, and dotted all along with houses whose lights twinkled in the distance stood out in bold relief against the twinkling heavens. Our voices rose in song then died away to an undertone in conversation. Elder W. and I had an opportunity of talking over the long ago past, which revived our memories of many happy hours spent in younger days. All things have an end, and so did our boat-ride. At 9.30 we stepped on shore, hastened to catch the car, and were soon at home sleeping soundly. But the peaceful, happy time we spent coming up the river will never fade from my mind, and will be one of the pleasant things to remember of my missionary life.” (Cluff, 1904 Jul 06).
“At 11 a.m. we took our picnic and the whole company boarded the car for Fairmount Park. On arriving there, we found the beautiful  park alive with pleasure-seekers. We spread out luncheon on the grass and had a merry time eating it. We then proceeded to investigate the grounds further and walked until tired out. At 6 p.m. we came home, or most of us, some staying for the evening. On arriving home, we found Pres. D. all alone and talked with him around the lunch-table until quite late, then retired, fit subjects for repose.” (Cluff, 1905 Jul 04 Tue). A description of a Fourth of July at Fairmount Park in 1905 is here.
 Duffin, 1904 Jul 4 Mon.
 Four years previous Duffin described visiting the temple property: “We felt while on the temple lot that we were standing on sacred ground.” (Duffin, 1900 Jul 02 Mon). More tenuously, the “Joseph Smith plus the current prophet” formula seems to be replicated in the Washington and Roosevelt decorations, though it is such a generic formula that I wouldn’t claim a particular Mormon valence without corroboration.
 The Smoot Hearings lasted years, but LDS leaders had testified in 1904 Jan. Of the seven Independence Days covered by the span of Duffin’s mission, 1900 and 1904 are the only years with acknowledgment of the holiday; Duffin, and others from Utah, attended the Democratic National Convention both years. (Duffin, 1900 Jul 02-07; 1904 Jul 01, 05-12). Duffin mostly did not make journal entries on or around the Fourth, so I really can’t say what he was or was not doing the other years. However, two entries suggest non-participation: in 1901 Carling describes various activities but does not mention Duffin by name, though she mentions other participants; in 1905 Cluff notes that Duffin did not participate in the activities. (Both entries are quoted above.)