Here's a list of her books:
Court Life From Within
The Thread of Life
Courts and Countries After the War
Memoirs of a Spanish Princess
Memoirs of Her Royal Highness the Infanta Eulalia
Here's a bit about royal personages at the fair from the Book of the Fair by Hubert Howe Bancroft:
"Many were the distinguished men and women who visited the Fair, some of royal, some of noble lineage, and others who owed nothing to the accident of birth. First of all was the infanta Maria Eulalia, who came here at the invitation of congress as the guest of the nation and the representative of Spanish royalty, accompanied by her husband the prince Antonio. Several of her visits to the Fair were made incognito; for when known, they never failed to attract a crowd, the 8th of June, a day set apart to do her honor, bringing to the gates 169,000 visitors, by far the largest attendance so far recorded. Escorted to the grounds by a troop of the Chicago hussars, she was received by officials with the utmost deference and met with every possible attention. But the infanta preferred rather to go her own way and see the White City for herself, as inclination prompted. After making a tour of the grounds, breakfasting at the Administration building, sipping tea in the Cingalese pavilion, and holding a reception in the assembly room, she dismissed her carriage and escort, and passing forth unnoticed from the Woman's building, joined in the throng of sightseers, remaining for the illuminations and the fireworks, of which there was a brilliant display. On another occasion she inspected the ruins of the cliff-dwellings and the Columbian relics in the convent of La Rabida; witnessed an Indian war dance, and enjoyed a trip on the intramural railroad; but her favorite resort was the Horticultural building, in which her country appears to excellent advantage. At her last visit she took luncheon at the Pickwick club-room of the White Horse inn, where the attendance of a pompous English butler, his massive calves encased in black silk stockings, did not enhance the enjoyment of the feast. Returning to New York by way of Niagra, a few days later she set sail homeward, bearing with her the good wishes of a people of whom, as she said, she would ever cherish the most pleasant remembrances.
Archduke Ferdinand, heir apparent to the throne of Austria was among the pilgrims of the Fair, though few at the time were aware of it; for he came merely as a visitor and avoided all publicity. So with Duke Alexander, cousin to the tzar, whose name appeared on the hotel register as Lieutenant Romanoff. Among other royal visitors was the sultan of Johore, the exhibits from which country, especially in the Agricultural building, were somewhat of a surprise. From India came several of her native rulers, of whom of whom Jajat Jit Singh, maharajah of Kapurthala, aroused the most interest. He was a man of imposing presence, nearly six feet in height, and except for his turban, dressed in faultless modern costume, speaking several European languages, and well informed on the questions of the day. His main object, he said, was to study the latest inventions, especially in electrical appliances, and these he inspected thoroughly, spending most of his time at the Fair. Another Indian potentate was the rawab of Rampur with his suite, the party visiting the Exposition while making a tour of the world by way of China, Japan, and San Francisco."
