In more than 25 years of collecting Altemus books and ephemera, this is only the second boxed set I have seen. Ten sets of four books were published beginning in the 1920’s. Here is a set from 1923.
For information about these sets see: Henry Altemus Co – Wee Books for Wee Folks
This is set #1. Because of size limitations, it is doubtful that the books originally had dust jackets within the box.