Vanity Fair in Providence, Rhode Island
The Vanity Fair amusement park was located on the Providence River in East Providence, Rhode Island. It was in operation from 1907 to 1912, closing after a disastrous fire. The design of the park was inspired by the 1902 Pan-American Exposition in Buffalo, NY, and arranged its attractions around a "Shoot the Chutes" ride which ended in a 1,600,000 gallon pool. The attractions included shops, a vaudeville theatre, a grand ballroom, a scenic railway, a mock firefighting show, and -- of course -- an incubator baby exhibit.
More information can be found in these articles (captured as PDFs):
Vanity Fair article in the Providence Gazette
Vanity fair article on the Art In Ruins site