Reading A Guidebook to the Shambles by Gene Wolfe and Neil Gaiman, I came across a section that is surely from Wolfe. He refers to a (fictitious) home owned by H. H. Holmes. The name sounded vaguely familiar so I looked up the reference on Wikipedia, which led to this article:
Holmes first came to Chicago, circa 1885-7 (depending which source you’re using), he took over Dr. E.S. Holton’s pharmacy at 63rd and Wallace, across the street from the spot where he’d one day build his famous castle. The commonly-told version of the story is that Dr. E.S. Holton was an old man, dying of cancer. When he died (or perhaps was killed), Holmes took over the store, buying it from the over-burdened Mrs. Holton, who was in over her head trying to run the drug store herself. She eventually tried to sue for non-payment, but eventually dropped the suit and moved to California. Practically everyone has assumed that Holmes actually killed her.
This certainly must be the inspiration for the Julius Smart story from Peace. And another hint that murder is hiding everywhere in that book.