The best place to start is the Berg Collection which has some correspondence. But you never know where you might find something about Twain at the New York Public Library. While going through a file of Sarony photos in the Theatre Collection at Lincoln Center, I stumbled on an uncatalogued one of Twain. And I came across a program signed by Twain in some Players Club material in the Manuscripts Room. Another original photo of Twain from the "Twins of Genius Tour" turned up in a drawer in Central Children's Room at the Donnell Branch when I was doing work there. The library has the papers of many people associated with Twain. You never know what you might find. Happy hunting!