"Human Zoos" were hardly a phenomenon limited to Chicago, with similar displays, intended at best as exotic displays of "otherness", although far too often for nothing more than to contrast their own 'enlightened civilization' with the 'backwards savagery' being quite the fixture at expositions in that period, including Paris and St. Louis, to name a few, as well as the infamous 'Volkerschau' of Germany, but stemming from a tradition going back much further, most famously in the early 19th century and the "Hottentot Venus", aka Saartjie Baartman. Some zoos even included permanent exhibits to display these "human animals" for the enjoyment of "cultured" European and American audiences. Although to be sure, at least some of the participants were there after their nominal acquiescence (although how enthusiastic that might be is another matter) - especially the case with those put on in France, it would seem - it was not always the case - some were little more than slaves/property of the exhibition company, bought in Africa and brought over to a country that while perhaps they were nominally now free, they had no ability to exploit that in. Either way of course, few could very well conceptualize what it was that they had agreed to partake in, and many were not only presented in setting which were at best without context, if not entirely contrived, but some physically mutilated to better fit the image that was supposed to be conveyed, as we'll see with perhaps the most famous example from the turn of the century period.
Ota Benga, a Congo Pygmy, was exhibited at the St. Louis World Fair in 1904 alongside several other Congolese. In order to play up his billing as a cannibal from savage wilds of Africa, his teeth were filed into points - quite possibly by his "handlers" - which certainly was a draw, as can be seen from this description given of him:
Have you seen Otabenga’s [sic] teeth!
They’re worth the 5 cents he charges for showing them to visitors on anthropology hill out at the World’s Fair.
Otabenga is a cannibal, the only genuine African cannibal in America today. He’s
also the only human chattel. He belongs to the Exposition company. Step right up.
There’s no charge except to see his teeth. He has the reputation of being a man eater
and has [on] exhibition the identical molars and incisors with which it was done.
His teeth are as sharp as those of any wild animal. They are pointed like the
teeth of a saw. They have been filed that way.
Otabenga himself looks playful and harmless enough. He is gentle and graceful,
and the first impulse of the visitor is to pet him and exclaim: “Poor little fellow; he
looks so sad and lonely.”
But look at his teeth!
Perhaps he’s lonesome because he is deprived of his native food. Otabenga is pitiable,
though he is to be feared and shuddered at.
He had been "discovered" by Samuel P. Verner, who had been sent to the Congo - then one of the worst hell-holes on earth under the ownership of the Belgian King - with $8,500 to find "one pygmy patriarch or chief. One adult woman, preferably his wife. One adult man, preferably his son. One adult woman, the wife of the last or daughter of the first. One female youth unmarried. Two infants of women in the expedition [...] All of the above to be pygmies," and bought Benga for an uncertain sum (generally given as a point of salt). Benga was likely the sole surviving member of his family, which had been slaughtered by the Belgian Force Publique, and himself captured and enslaved by a rival group, the Baschileles, from whom Verner bought him. This little group assembled by Verner would join hundreds more from other "primitive area" of the world, as well as several groups of Native Americans put on display as well at the Fair - a particularly popular attraction for American expositions.
Poor Ota briefly returned to Congo for a time, but came back to the US in 1906 at the behest of Verner (who claimed that it was Ota's choice in order to 'an effort to salvage or create a new sense of himself and a semblance of happiness'), where he was put on display in a locked, bare cage at the Bronx Zoo's Monkey House where he was a popular exhibit, but also drew protests which eventually resulted in his release, after which his care was taken up by Rev. James H. Gordon who took him in and looked after him for a time. He would eventually commit suicide a decade later, despondent about being unable to return to Africa, in part due to the on-going World War. While his ultimate fate is not necessarily the norm for all those who participated, it is a particularly tragic coda to one such victim of these sorts of displays, and death was not an uncommon outcome for these people, thrust into strange new environments often with little preparation. For others with less tragic ends, some, such as the other members of his "display" in St. Louis, returned to their homes not to come back to the US as Ota had done. Others would put on their displays again in other locales. Some groups would essentially be traveling ethnographic displays, making a tour of various cities and setting up their faux-village in new places for new (paying) crowds.
Lacking the literacy skills, few of them left a particularly expressive written record of their thoughts on the whole experience, but records do show that many were less than happy with their treatment. And more than a few had no opportunity to express their distaste, being ill-suited to their new environment's climate, food, diseases, and dying. One traveling troupe of Aboriginal Australians arrived in Germany in 1883 with 8 members, and would number only 5 two years later. They remained in Germany over a decade, to be whittled down to 3 in 1896. Two families of Inuit came to Germany in 1880 for a tour, and all were dead within a year. For those who didn't succumb fatally, general unhappiness nevertheless led to many running away, or refusing to partake in the contrived activities put towards them by organizers. A few were able to bring court cases for abuse, but being strangers in a strange land, not many would have been able to do so easily. While at least some of those who participated in these displays were treated well, and paid handsomely, they seem to be the exception, not the rule.
So all in all, while the individual experience of any given participant will vary, and not many left records of their thoughts (I was unsuccessful finding any first person accounts from Chicago participants, although they may exist somewhere) we can look at the phenomenon generally, and make some broad conclusions. Although not the likely outcome, the new environment for the participants could be a stressful one, resulting in death. More commonly than that, it could at least result in various forms of resistance, both active and passive, to continued participation, as many of them lacked complete agency and control of their lives while members of these groups, with power ultimately resting in whichever white men were running the show. Depending on how the particular "troupe" was organized, completion of an exhibition might mean they were done, and they would return home, or it might mean they simply packed up and went to a new city.
Newkirk, Pamela. 2016. "Ota Benga in the Archives: Unmaking Myths, Mapping Resistance in the Margins of History" Nka Journal of Contemporary African Art vol. 2016 Number 38-39: 168-173
Benedict, Burton. "Ethnological Displays." Science 231, no. 4734 (1986): 164-65.
Corbey, Raymond. "Ethnographic Showcases, 1870-1930." Cultural Anthropology 8, no. 3 (1993): 338-69.
Putnam, Walter. 2012. "Please don't feed the natives": Human zoos, colonial desire, and bodies on display. French Literature Series 39, : 55-68,
Buckner, Jocelyn L. "Ota the Other: An African on Display in America." Theatre History Studies 30, no. 1 (2010): 154-175.
Races on display: French representations of colonized peoples 1886-1940 by Dana S. Hale.
Sometimes you didn't have to worry about the inhabitants! The village just upstream from where I live was one of these villages - called Nusats'm or Asanani, the collectors from the Smithsonian arrived after the village had been devastated by smallpox, leaving only one survivor. They asked permission to take the houses, wrote down notes on the bodies and graves in the woods, packed up the buildings and left. Of course there were no people included in this exhibit, though groups of Nuxalk had gone other places.
In 1885 nine Nuxalk went to Germany to tour as performers, and after several months there they came back having made a bit of cash and having had a fairly good time. One of them was teased later in life about having fathered Hitler. Generally these people would have known to some extent what they were getting in to and voyage home would have been part of the deal.
In fact, Imperial Japan got in on this game, exhibiting Okinawans in such a way at the 1903 World's Fair, held in Osaka. Within the Jinruikan (which is typically translated as "Pavilion of Human Races," although that is a rather unnecessarily flowery rendition), there were exhibits all about the early 20th century idea of race. Included in this were exhibits of living "tribal" people in replicas of their "natural" environments; numbered among the peoples on display were Okinawans, Ainu, Koreans, Javanese, and Taiwanese aborigines.
This was a two-fold political maneuver. First, by putting subjugated "Japanese savages" on display (which at this point included all the folks on display, more or less), they hoped to demonstrate that they were the equal of any of the white, Western societies with similar exhibits. Second, it served as fait accompli proof of a certain popular strain of rhetoric within mainland Japan's academic and political elites, that Okinawans were a "primitive" form of Japanese people.
On the surface, this meant that Okinawan language and culture could be co-opted by Japan's intelligentsia to "prove" various points about a supposedly purer proto-Japan. This sort of thing, although subject to some debate within mainland academic circles (insofar as Okinawan academics had a voice, it was in support of this view), was then used as political justification for all sort of policies, some of which were aimed at inventing a coherent national identity (for example, language standardization, and on-again-off-again pushes to "purify" the Japanese language of words constructed from Chinese kanji), and some of which were simply excuses for Imperial aggression.
One of the most immediate political consequences of this demonstration of Okinawa's so-called savage Japaneseness, however, was that it was used to justify the ever increasing consolidation of Okinawa as an early part of Japan's empire, rather than an independent state with its own languages and culture. At the same time, even as it justified political control to the external world, it also justified the treatment of Okinawans as second-class citizens within the country. It's likely that similar rhetoric existed about other groups mentioned above, although I am less versed in that and can't speak with authority there.
As far as what happened to these people at the end of this particular exhibition, unfortunately I can't say, as all the sources I can dig up are focused more on the sort of analysis provided above. Given that all of these folks were from Japanese territories, or places of strong Japanese influence, it's likely that either they went home, or stayed within mainland Japan and worked as laborers, as was not uncommon at the time, in spite of the discrimination they faced.
Yes, this is covered very well in an excellent book by Paige Raibmon called "Authentic Indians." She discusses the ways that performing in the worlds fair increased the social standing of some northwestern tribal members because they were able to have potlashes with the money they earned. Her whole book is about the tension between authenticity and performance.