When and how did the United States say that there was no longer a "Frontier"?
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railroads.
No, Walt Kelly had his cartoon character, Pogo the possum, say, "We have met the enemy and he is us."
"E Pluribus Unun" and "In God We Trust" are some sayings that are used on US coins. US coins no longer have to say "In God We Trust" but so far they all do.
The western frontier was not so much closed as inundated with so many people that it was no longer a "frontier". The urge to explore and go further into parts unknown moved people to start exploring the pacific ocean and trade routes to Asia/Australia/Hawaii once California and Oregon and Washington were conquered.
A predominantly agricultural and mining economy.