I finally paid a visit to the Cook & Wedderburn monolith at the Young Research Library. Lo and behold:
Just an FYI, only 2062 copies of this 39-volume motherlode were printed.
As you can see in the photos, the publisher (London: George Allen and New York: Longmans, Green & Co.) did not skimp: the first image in the first volume is a full-color reproduction of Ruskin’s sketch “End of Market Str Croydon.”
It is with a bit of specialization-chauvanism that I mention that in this particular aisle in the library–the PR 5200s-5400s–one can find some extraordinarily beautiful texts. Here, I’ve snuck in a few pictures from the collected Waverley novels of Sir Walter Scott published in the 1890s and the 1923-24 Tusitala Editions of R.L. Stevenson, with gold-embossed palm trees. I need to find out who bound these!