Mrs. Sage was an avid current events reader throughout her marriage to Mr. Sage, Olivia was interested in many causes. Her biographer positions Olivia’s activist and philanthropic work at the intersection of the Gilded Age and the Progressive Era. The first, roughly encompassing 1870-1900, was characterized by U.S. expansionism and an increasingly commercial and global America. The latter, spanning the late 19th century through 1920, denoted a social reform movement that fought the exploitative effects of urbanization at a time of increased European immigration and the growth of large corporations. Like Mrs. Sage, many Progressive Era reformers were of the middle and upper class. Among the many progressive causes were birth control; child and other abusive labor practices; domestic abuse; education; housing reform; public health; prostitution; racism; temperance and women's suffrage. Many of these causes would figure prominently in Olivia’s philanthropic work

She created and donated to various educational institutions, including Dartmouth, Hampton Institute, NYU, Princeton, and Yale. She was also a proponent of the Carlisle Indian Industrial School, founded by army general Richard Henry Pratt, infamous for his philosophy of “Kill the Indian, save the man.” Carlisle was an off-reservation educational institution and trade school meant to teach Native Americans how to assimilate into Anglo-American society. Schools like it have since garnered much criticism for having destroyed Native American family ties and culture. Upon arriving, students were made to wear uniforms or European-style clothing as well as cut their hair. They were prohibited from speaking native languages and made to spend summers away from their families.

Mrs. Sage also eventually became an advocate of the suffrage movement, hosting meetings in her home. In her 1905 article, Opportunities and Responsibilities of Leisured Women, she writes:

Twenty-one years ago, I did not think that women were qualified for suffrage; but the strides they have made since then in the acquirement of business methods, in the management of their affairs, in the effective interest they have evinced in civic matters, and the way in which they have mastered parliamentary methods, have convinced me that they are eminently fitted to do men’s work in all purely intellectual fields. When I was a girl, the schools for young ladies in America taught deportment, crocheting, French, music and what might be called the gentler arts. But now they teach higher mathematics. Woman is entering the domain of high professionalism, and her mind is expanding accordingly.

Mrs. Sage was also an advocate for the ethical treatment of animals. “The tender-heartedness of woman,” she wrote, “will naturally lead her to use her influence in bringing about a humane treatment of animals.” A member of the New York Women’s League for Animals, she also donated to the American Museum of Natural History, the New York Botanical Garden and the New York Zoological Society. She owned cats and dogs and regularly fed the squirrels in Central Park. She vehemently opposed the use of feathers for dress and in 1911, purchased Marsh Island, a Louisiana bird sanctuary of over 79,000 acres.

Mrs. Sage contributed her time (and later, money) to a great many institutions. But perhaps no one institution had the far reaching effects than the foundation she named in memory of her husband, Mr. Russell Sage.