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RhysI once read from a former team mate that Mike Kelly had a hard time walking down the street to get to games sometimes because so many boys were waiting for him with their autograph books (Where those are all now is beyond me).
I also read once (I think in Christy Mathewson's biography) that Bugs Raymond kept a stash of batting practice balls at his hotel and he would go to Bars after hours and tell elaborate stories of his past no-hitter and then proudly produce the "No-Hitter" ball from his pocket and sign it and then offer to give it to someone who would buy him a drink. After his death it was reported that there were about 200 of Bugs Raymond no hitter balls at local Bars. To my knowledge though, none have surfaced.
Autograph aquiring has been around forever and Sports is no exception as I am sure the Gladiators even signed things for fans. People have been asking Baseball players for their signatures since before the days of professionalism, However it used to be a personal thing with no monetary value associated to it until right around the 1900 when upper class figures of historical significance could command a premium (There are records of Abe Lincoln and George Washington signatures being hawked on the open market). It remained that way in Sports Autographs until much later (With the exception of Babe Ruth). No sense of collecting signatures for the signatures themselves and not for the experience of having aquired it really occured before World War 2. This is why reclusive people like Tony Mullane who lived until 1944 were not discovered in autograph form until 2005.
Rhys