In chapter 8 of her book _My Father Mark Twain,_ Clara Clemens describes a
meeting between Oscar Wilde and her father at a hotel in Bad Nauheim,
Germany. She doesn't date the meeting, but the context of her narrative
makes it clear that she is alluding to the summer of 1892 when her family
stayed in Bad Nauheim. As there seems no reason to doubt her testimony on
this point, the meeting must have occurred some time between late June and
early September. Clara also remarks: "as far as I know they had never met
 before."
 
Andy Hoffman suggests that Susy Clemens may have described Mark Twain's
meeting with Oscar Wilde in one of her letters to her friend Louise
Brownell. Charles Neider's edition of Susy's _Papa: An Intimate Biography
of Mark Twain_ (1985) contains extracts from Susy's correspondence with
Louise, but I didn't notice any mention of Oscar Wilde in a quick perusal
of the book.
 
Wilde is not mentioned in A. B. Paine's biography of Mark Twain or Paine's
edition of Mark Twain's autobiography.