DiCaprio will play H.H. Holmes, who murdered somewhere between 27 and 200 people, mostly single young women. Erik Larson’s nonfiction book “The Devil in the White City,” which has sold 2.3 million copies and been translated into 17 languages, is set against the backdrop of the 1893 Chicago World’s Fair, tells the intertwining stories of fair architect Daniel H. Burnham and Holmes, who used a hotel he built near the fairgrounds to lure his victims.