I can tell you that when teams came into Chicago to play the Cubs, most teams stayed at the Edgewater Beach Hotel which was just north of the ball park. The Chicago Tribune just recently ran a special on this hotel using pictures on their archives. This special included a shot of Babe Ruth and his wife, relaxing in their suite at the Edgewater Beach Hotel before the 1932 World Series.
http://galleries.apps.chicagotribune...otel-pictures/
This hotel was also the same one that Eddie Waitkus of the Phillies was shot in. There are a few pictures of this event in this Tribune special as well. Good luck in finding information on other cities.