Jose Capablanca - Chess History Part 7 (Last Years of a WC)
Withdrawal, then resumption
Then he withdrew from serious chess, and played only less serious games at the Manhattan Chess Club and simultaneous displays. Reuben Fine recalls that in this period he (Fine) could fight on almost level terms with Alekhine at blitz chess, but that Capablanca beat him "mercilessly" the few times they played. On 6 December 1933, Capa scored 9/9 in a strong blitz tournament where Samuel Reshevsky and Fine tied for second with Milton Hanauer two points behind.
In 1934, Capablanca resumed serious play. He had begun dating Olga Chabodayev, whom he eventually married in 1938, and she inspired him to play again. Capablanca's first event in more than three years was Hastings 1934-35, a very strong tournament, where he placed fourth with 5½/9, a point behind the three joint winners Max Euwe, Salo Flohr, and George Alan Thomas, but ahead of Mikhail Botvinnik and Andor Lilienthal.  At Margate 1935, Capablanca placed second with 7/9, half a point behind Samuel Reshevsky.  Capablanca took part in the elite Moscow 1935 event, which had eight of the top 18 players, and ended fourth with 12/19, as Botvinnik and Flohr tied with 13, half a point ahead of the 65-year-old Emanuel Lasker.  Later in 1935, Alekhine, later claiming that he was plagued by problems with alcohol, lost his title to Euwe. Capablanca had renewed hopes of regaining his title, and he achieved tremendous results in 1936. First he won Moscow 1936, a double-round robin event which had five of the top ten players, with 13/18, unbeaten, ahead of Botvinnik (12), Flohr (9½), Lilienthal (9), and Emanuel Lasker. This was a 2787 performance.  Then he won at Margate 1936, with 7/9, half a point ahead of Flohr.  Then he tied with Botvinnik in the super-tournament of Nottingham 1936, with 10/14, ahead of Euwe, Lasker, Alekhine, and the leading young players Reuben Fine, Samuel Reshevsky (avenging a defeat here) and Salo Flohr. This was a 2754 performance. 
This was Capablanca's first game with Alekhine since their great match, and the Cuban did not miss his chance to avenge that defeat. He had the worse position, but caught Alekhine in such a deep trap, luring him into giving up three pieces for two rooks, that none of the other players could work out where Alekhine had gone wrong except for Lasker, who immediately saw the mistake. Capablanca recounted this episode in Capablanca's Legacy: Capablanca's Last Chess Lectures, pp. 111–112, expressing his admiration for Lasker's insight even in his sixties. But Capablanca did not mention that his opponent was Alekhine. Their feud was still intense, so they were never seen seated together at the board for more than a few seconds. Each man made his move and then got up and walked around.
In 1937, Euwe, unlike Alekhine with respect to Capablanca, fulfilled his obligation to allow Alekhine a return match. Alekhine regained the title. Thereafter there was little hope for Capablanca to regain his title, and Alekhine played no more world championship matches until the time of his death in 1946. The absolute control of the title by the title-holder was a major impetus for FIDE to take control of it, and try to ensure that the best challenger has a shot at the title. Capablanca tied for third/fourth places at the elite Semmering/Baden tournament with 7½/14, behind winner Paul Keres. 
Capablanca won Paris 1938 with 8/10.  But then his health took a turn for the worse. He suffered a small stroke during the AVRO tournament of 1938, to which he had rushed right after his wedding, and had the worst result of his career, seventh out of eight, with 6/14, as Keres and Fine tied for first.  This was the only minus score of his career, and his only placing out of the top four. But even at this stage of his career he was capable of producing strong results. At Margate 1939, Capablanca shared second/third places with 6½/9, a point behind Keres.  In the 1939 Chess Olympiad in Buenos Aires, Capablanca made the best score on top board for Cuba, with an unbeaten 11½/16, to win the gold medal, ahead of Alekhine and Paul Keres. More drama was missed because he refused to play Alekhine in Cuba's match with France. This was his last tournament; World War II started during the Olympiad.
On 7 March 1942, he was happily kibitzing a skittles game at the Manhattan Chess Club in New York when he collapsed from a stroke. He was taken to Mount Sinai hospital, where he died the next morning. The autopsy showed that there were numerous haemorrhages in his heart tissue related to the stroke. Remarkably, the Cuban's great rival, German-born Emanuel Lasker, had died in that very hospital only a year earlier.
His bitter rival Alekhine wrote on Capablanca's death, "With his death, we have lost a very great chess genius whose like we shall never see again."
He was later buried in Colon Cemetery in Havana.