Craig Jaakola,
     The Chicago World Fair...better known as The Columbian Exposition was in
1893.  It was supposed to open in 1892 (the anniversary of Columbus' arrival
in the "NEW world", but was so extravagant that it took them another year to
open.  There is an incredible amount of info available on this even more
incredible fair.  Since you are interested in the music box from the fair (I
can't help you with the box, sorry) you also might be interested in the
history of the Fair itself.  An amazing amount of paper item/stuff was
printed and is still around.  (Also much is reprinted, too.)  In fact ALL of
the exhibitors were photographed with their display booths and wares so you
might even be able to see the ACTUAL music box in the photo of the booth.¶
 You never know.

Robin Pratt