The official Worldcon.org should be the first point of call.
Earlier in 1936, UK fans announced they would be holding a convention in Leeds in public function premises. This event was held on 3 January 1937, and had a planned program. On the basis of venue and program, some UK fans consider this to have been the first SF convention (and some US fans hotly dispute this).
John Clute and Peter Nicholls' The Encyclopedia of Science Fiction states:
The first US convention was held in New York in 1938 and the first Worldcon, now the premier sf convention, took place there in 1939 (though it was originally so-named because of the World's Fair in New York that year).This entry was provided by Peter Roberts and Rob Hansen, and the latter is almost certainly one of the UK fans who consider the Leeds meeting the first SF convention.
Photographs indicate the dress code at all these early events seemed to be white shirt, jacket and tie. While clothing styles have changed, controversy and disputation seem to be with us always at SF conventions.
1998: Bucconeer, August 5 to August 9, 1998, Baltimore Convention Center, Baltimore, Maryland. Guests C J Cherryh, Milton A Rothman, Stanley Schmidt, Michael Whelan, toastmaster Charles Sheffield. Write to Bucconeer, PO Box 314, Annapolis Junction, MD 20701. Email baltimore98@access.digex.net or http://www.access.gigex.net/~balt98 Supporting US$30, attending US$130.
2000: Chicon 2000, the 58th World Science Fiction Convention, Chicago, Illinois, USA, to be held Thursday 31 August - Monday 4 September 2000.
email: chi2000@chicon.org
postal: Chicon 2000, PO Box 632057, Chicago IL 60664, USA.
2001 - Philadelphia. Presupporting US$10. Write to Philcon 2001, Suite 2001, 402 Huntingdon Pike, Rockledge PA 19046 USA, email phil2001@netaxs.com
2002 - San Francisco. Held ConFrancisco in 1993. Pre-supporting membership costs US$20.02. Contact PO Box 61363, Sunnyvale CA 94088-1363, email info@sf2002.sfsfc.org or http://www.sfsfc.org/sf2002
2002 - Seattle. Presuporting $10.01. Contact PO Box 283, Seattle, WA 98111-0283 or www.isomedia.com/westercon
2003 - Toronto. Held Torcon in 1948 and Torcon II in 1973 (an event I remember fondly, despite the bidding party for Aussiecon being held in my room). Contact address is Toronto in '03, PO Box 3, Station A, Toronto, Ontario, Canada M5W 1A2. Pre-supporting membership is Cdn$20.03 or US$15, payable to Toronto in'03. Their web site is at http://worldhouse.com/worldcon-2003
Although the rules governing who can bid for the right to hold a
Worldcon are remarkably complex, suffice it to say that such rights are
decided on a rotational basis three years in advance. As it happens,
the right to organise the Worldcon for the year 2002 will be decided at
Aussiecon Three. The area due up under the rotational schedule is
the Western section of North America which is represented by bids
from San Francisco and Seattle. For more information about the bidding
process see the WSFS page at www.wsfs.org.