There is a book, I think by the same person who wrote "Bury My Heart at Wounded Knee", Dee Brown,, called "The Year of the Century" and it features the Fair. It is a fascinating book but I read it a long time ago, while involved in planning for the Bicentennial so I am not too clear about the contents except that there was a lot about that particular WOrld's Fair. The book should also have a bibliography which may be a great help to you.

Sourdough