Nate Leipzig's truly wonderful six-part autobiography can be found in M-U-M, Volume 43, beginning with Number 4, September 1953. You can also find it online at: http://www.illusionata.com/mpt/view.php ... cle&id=129
It should give you a sense of the venues in which he played, the men and women who appeared on the same stages, and the environment in which he lived.
Of course, there is also the short biographical profile in The Leipzig Book, Dai Vernon's Tribute to Nate Leipzig
by Lewis Ganson and some wonderful anecdotes in the fourth volume of The Vernon Chronicles
by Bruce Cervon and Keith Burns.
Hope this helps.
By the way, he turned professional in 1902 and continued to perform until his death in 1939.