Gong back to the old discussion about Eulalia and the World's Fair, I came across this, a mystery novel with Eulalia as a central figure:
INFANTA EULALIA'S JEWELS.
Infanta Eulalia's Jewels; or Old Cap. Collier Among the Crooks at the World's Fair. By the Author of "Old Cap. Collier Homeward Bound," Etc., Etc. New York: Munro's Publishing House; 24 & 26 Vandewater Street, July 8, 1893. 32p. (Old Cap. Collier Library, No. 498)
"The World's Columbian Exposition of 1893 attracts millions of people, both famous and infamous, to Chicago. Among the former are Princess Eulalia and Prince Antonio of Spain. When Eulalia's jewels disappear from her hotel suite shortly after her arrival in Chicago, Old Cap. Collier, famous veteran detective who is also visiting the fair, is asked to investigate. Using the utmost discretion, he determines the identities of the thieves, recovers the jewels, and sets the villians to flight since the princess wishes not to press charges. "