I've seen a lot of people reading this book, and have read some very good reviews about it. Unfortunately, it didn't quite live up to the hype.
This book is divided between two subjects. The first is the Chicago World's Fair of 1893. The second is Chicago-based serial killer H. H. Holmes, who took advantage of the chaos caused by the fair to lure scores of women to their deaths in his "murder castle." Although these two subjects effected one another, and occurred at the same time and place, they don't mesh together as well as one one hope in this book.
The parts about the World's fair are very interesting--the amount of work and effort that was undertaken in such a short period of time are breathtaking, although there is the standard amount of ridiculousness that surrounds any very large project helmed by a forced committee (witness the 9/11 memorial museum, which is still incomplete eleven years after the event). Still, they managed to erect a miniature city filled with attractions and events, in a relatively undeveloped part of the country, during a time before computers--a time before power drills! The 1893 World's Fair saw the first Ferris wheel. It also put Chicago on the world map for something other than beef. It's an incredible accomplishment by a group of incredible men (only men, mind you--one woman designed one building, but she was driven to a nervous breakdown shortly after its completion and never mentioned again in the book). There is also a lot of information about the history of Chicago, and the way that the city changed during the years leading to the turn of the century.
The parts about H. H. Holmes are also well-written and well-researched. The author tracks his path of destruction from his origins to his house of horrors in Chicago, and then follows him while he's on the run. The story of the detective who doggedly pursued him across the country in hopes of rescuing (or at least locating) the children Holmes had taken with him on the lam is gripping as well.
The problem, as I mentioned before, is that these two stories would seem as though they should fit together, but as written they really don't. They feel more like two separate (and good) books that were jumbled together during the printing process. It's an interesting concept, but I don't think it works as well as expected.
I'd still definitely recommend this book, because--like I said--these are both good, interesting stories. The parts about the World's Fair and the politics of Chicago at the time were particularly intriguing to me, since I didn't didn't know anything about either topic. I'd just suggest lowering your expectations before you start reading it.