Hi Quayle: Yes, the World's Fair was held in St Louis in 1904. I suppose that the Fair is best known now from the 1944 movie Meet me in St Louis, but before then it was perhaps remembered by the song (written in 1904 by Andrew Sterling and Kerry Mills) which tells a fascinating domestic story:

When Louis came home to the flat,
He hung up his coat and his hat,
He gazed all around, but no wifey he found,
So he said "Where can Flossie be at?"
A note on the table he spied,
He read it just once, then he cried.
It ran, "Louis dear, it's too slow for me here,
So I think I will go for a ride."

[All together now]

Meet me in St Louis, Louis,
Meet me at the fair,
Don't tell me the lights are shining any place but there;
We will dance the Hoochee Koochee,
I will be your tootsie wootsie;
If you will meet me in St Louis, Louis,
Meet me at the fair.

The dresses that hung in the hall
Were gone, she had taken them all;
She took all his rings and the rest of his things;
The picture he missed from the wall.
"What! moving!" the janitor said,
"Your rent is paid three months ahead."
"What good is the flat?" said poor Louis, "Read that."
And the janitor smiled as he read. [Chorus]

Incidentally, does the Hoochee Koochee have any link with the 'Cooch'[sp?] dances at Coney Island referred to in Leonard Bernstein's On the town?