I listened to Devil in White City several years ago so am trying to remember more about it. The links have been a wonderful enrichment of the story. At first, I was thinking that the popular quilt contest sponsored by Sears was at this Chicago World's Fair, but I just discovered that they were 40 years apart--the book's fair was in 1893 while the one with the Sears quilt contest was in 1933.
The murders were sure creepy! That part I well remember.
Insofar as the non-fiction vs. fictional type of read, I thought the info on the architects did read (or listen) like non-fiction whereas the murderer and victims read more like fiction.