Just about everyone who attended the 1904 World's Fair signed registration books that were in each of the State buildings. For example, the Missouri State building had 12 of these books. I have digitized many of these. So it is possible you might find your ancestor's signatures in these books! Email me their names and I can search those I have digitized.
Below is an example page from the Missouri guest registry books double left click on it to enlarge it on your computer.