We're a little late to the party on this one, but we'd like to recommend The Devil in the White City to anyone who hasn't read it yet.
Equal parts exploration of human's capacity for greatness and for evil, The Devil in the White City does a terrific job creating the climate of the World's Columbian Exposition, aka Chicago World's Fair, and also of creating the real-life character of serial killer H. H. Holmes.
While the novel can run a little too detailed in parts and tries to cover too many people involved in both the fair and the murders, it is overall an intriguing read.
A few interesting notes: Holmes created a building, "The Castle", the size of a city block, and had it constructed to hide his evil deeds, including a air-tight room that he could fill with gas to kill people. more interesting is that he also rented rooms in the "Castle" as apartmens, and rented out the bottom floor as shops. So, here's this man murdering a ton of people, and he's surrounded by potential witnesses, or as he seemed to see them -- potential victims.
The aspect of the Chicago World's Fair may have been even more interesting than that of Holmes. For example, did you know that the Ferris Wheel became a thing at the Chicago World's Fair, or that Cracker Jacks was created for the fair?
Perhaps my favorite part of the book was reading about Buffalo Bill Cody's show that he set up just outside of the Chicago World's Fair because the Fair organizers wouldn't let his show be part of the fair. We would have loved to have been a spectator in that crowd, to watch sharpshooting Annie Oakley perform for the crown.
Give it a read.