There was an excellent documentary in the 80s about the Chicago World's fair of the 1930s. It was called "The World of Tomorrow". I don't remember the distributor, but it was available on video.
There's also Elvis in "It happened at the World's Fair), of course....
And one of my favorite bits of film trivia: The familiar  skyline of the Chicago fair is transformed into Pleasure Island in Disney's "Pinocchio"
Robert Hunt

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