From late autumn 1811, more by accident than intent, the story divides broadly into three threads: Cockerell's travels in Asia Minor, Sicily, Albania and Italy; the excavations by Haller and others at Bassae; and the intricate history of the Aegina sale, with its threads running from Zante to Athens, Malta, Munich and London.

On November 30, 1811, Cockerell, Foster, Douglas and North, all dressed as Turks, landed at Candia (now Heraclion) in Crete. All but North, who evidently did not want to make the effort, spent the next few days in an expedition to Mount Ida, and after paying formal visits to the Pasha and the Archbishop, set out again for what was then thought to be the Labyrinth, a complex, largely man-made cave system in a steep hill side overlooking the plain of Messara. They reached Chios, where North, frightened by the horrors of sailing, decided to abandon the Egyptian scheme, so Cockerell and Foster, bitterly disappointed, agreed to make a tour of the coast of Asia Minor and its Greek cities. They sailed together for Smyrna, arriving finally after eight terrible days riding out a violent storm.

Once safe in Smyrna, they stayed for a while to recover, and, with Thomas Burgon, paid a visit to Bodrum, spending a few days among the ruined temples, without apparently knowing (or at any rate mentioning) that this was the site of the famous Mausoleum. When they returned to Smyrna, they found that HM Frigate Frederiksteen had arrived, with her Captain, Francis Beaufort, an accomplished antiquarian, employed in charting the neighbouring coastlands, a man in whom Cockerell found a kindred spirit. By now, Foster had fallen in love with a local woman, so on March 1, Cockerell set out alone for what he called his tour of the Seven Churches.

Cockerell's work on the antiquities of Asia Minor, while lacking the dramatic results achieved at Aegina and Bassae, and often hurried, forms a significant complement to what he did in Greece, giving his understanding greater breadth and depth. Among other things, it opened his eyes to the sheer size and scope of the Greek remains in the peninsula.