Teddy Roosevelt's post-Presidency trip to Africa in 1909 was big news at the time. So much so that Schoenhut came out with a toy playset based on the adventure. It was produced from 1909 - 1912. Roosevelt's trip was sponsored by Andrew Carnegie and travelling with him were legendary hunters, trackers and naturalists of the time. The purpose of the trip was to bring back specimens for the Smithsonian Institute and for the American Museum of Natural History.
The above playset sold at auction in November 2008 for $34,500. Source: Bertoia Auctions. Click the photo to enlarge and see details.
Red box version with booklet
Accessories

Beautiful imasge - click to enlarge