I've finally become a paying member of the Harry Stephen Keeler
Society. Its a group I discovered years ago and have only kept up with
peripherally. The full membership list isnt available but I know that
Neil Gaiman, William Poundstone and Richard Sala are members. From Poundstone:

How did Keeler create such a volume of densely plotted fiction? According to Nevins, Keeler was an avid collector of newspaper clippings of bizarre events. When he started a story, he would grab a handful of clippings at random and try to figure some way of linking them all together. That sounds like something the Dadaists might have talked about doing, and maybe tried once. Who knew that in Chicago Harry Keeler was turning out novel after novel that way?