After the Russian Revolution, Prokofiev left Russia with the official blessing of the Soviets and resided in the United States, then Germany, then Paris, making his living as a composer, pianist and conductor.
When he first arrived in the United States, in San Francisco, he was questioned by immigration officials then released; that was on August 1918. Because of delays in production of his operas he soon found himself in financial difficulties and in April 1920, not wanting to return to Russia a failure, he left for Paris.
In Paris he had moderate success, but in March of 1922 he moved with his mother to the Bavarian Alps where for over a year he concentrated on an opera project. By this time his music had acquired a following in Russia and he received invitations to return there, but he decided to stay in Europe. In 1923, Prokofiev married the Spanish singer Carolina Codina (1897–1989) before moving back to Paris. They had two sons.
In 1927, Prokofiev made his first concert tour in the Soviet Union. Over the course of more than two months he spent time in Moscow and Leningrad (Saint Petersburg had been renamed), where he enjoyed success. In the meantime, Prokofiev came under the influence of the teachings of Christian Science. He began to practice its teachings and believed it to be beneficial to his health and so remained faithful practitioner for the rest of his life. His belief in Christian Science also caused him to turn against the style and the subject matter of some of his earlier work.
The start of 1930 saw him touring the United States, but by the early 1930s, both Europe and America were suffering from the Great Depression which inhibited his opera and ballet productions. Having been homesick for some time, Prokofiev began to build bridges with the Soviet Union acting as a musical ambassador between his homeland and western Europe. In 1936 Prokofiev and his family settled permanently in Moscow after shifting back and forth between there and Paris.
After World War Two, in early 1948 following a meeting of Soviet composers, the Politburo denounced Prokofiev for the crimes of "formalism", described as a "renunciation of the basic principles of classical music" in favor of "muddled, nerve-racking" sounds that "turned music into cacophony." As a result, by August 1948, Prokofiev was in severe financial straits and deeply in debt. Also, earlier in February 1948 Prokofiev's second wife, Lina, was arrested for espionage when she tried to send money to her mother in Spain. After nine months of interrogation she was sentenced to 20 years of hard labor. She was eventually released after Stalin's death in 1953 and in 1974 left the Soviet Union.
Prokofiev died at the age of 61 on March 5, 1953, the same day as Joseph Stalin. He had lived near Red Square and for three days the throngs gathered to mourn Stalin made it impossible to carry Prokofiev's body out for the funeral service at the headquarters of the Soviet Composers' Union. Usually Prokofiev's death is attributed to cerebral hemorrhage, but he had been chronically ill for the prior eight years. Lina Prokofiev outlived her estranged husband by many years, dying in London in early 1989.
Prokofiev was also enthusiastic about chess, frequently visiting the chess club in St. Petersburg, but during his last years his doctors forbade him to play. He was friends with both Capablanca and Botvinnik and he once met Lasker who gave him an open invitation to visit with him in Berlin. He was also on good terms with Alekhine. It was after he returned to Russia that Prokofiev and David Oistrakh became friends and played many chess games together. That lead to their match in 1937. Oistrakh, a First Category player (around 2100 Elo), was one of the greatest violinists of the 20th century.
Ten games were to be played at the Master of Art Club in Moscow, with Vladimir Alatortsev and Ilya Kan as the referees. The games were to be played two evenings a week with a time control of thirty-six moves in two hours and ten moves every hour after that. Only seven games were played.
The winner was to receive a trophy, but there was also a "behind the scenes wager." Both musicians were engaged for a concert tour, though only one was actually needed and the bet was the loser of the match would be the one that had to go on the tour. Oddly, only the score of one game (a draw) of the match, which was won by Oistrakh, is known.