I would skip an antique place, since this is a niche market - and no one should be able to sell it for more than a pinhead. I was never really turned on by these at first glance.
After going to a pinball show and seeing them at the museum, http://pacificpinball.org/ it was a life-altering experience. I know that I am sounding melodramatic, but it was REALLY the museum volunteer that changed my viewpoint. They know the history of these machines, and he told me about how they were played.
Our current day "Skill Shot" has NOTHING on these Old Timers - Back then a nickel was worth WAY TOO Much. That was during the depression! And these machines were still SELLING, and making profit!
Talk to someone local who is older, possibly living through the depression about these machines. Then at least you will have some historic information when you do try to make a sale. Don't rush, because you truly have a piece of history.

Good Luck.

Sure, here's the EM forum:

http://games.groups.yahoo.com/group/empinbalmachines/messages/24619?l=1

I don't know about that particular game, but games of that time frame don't go for too much. Typically under $500 depending on condition, and it's not to hard to find "player" condition games for around $100. They are just not that sought after.

That said, games like Worlds Fair Jigsaw can command a premium. You might email the prewar pinball folks, or check out that forum on yahoo. They can likely give you a sense of what it's worth.