This is George McClelland's personal chess set that he used during the American Civil War.

The American History site notes that :

      Wooden box covered with black paper. Inscribed
      on the cover “Geo. B. McClellan.” Paper label on
      the inside of cover bearing makers name and
      address, “Schuyler, Hartley & Graham, 19 Maiden
      Lane, New York.” One white pawn and one black
      knight are missing.

It further notes that the set was manufactured by:

     Schuyler, Hartley & Graham. In 1860, Marcellus
     Hartley founded the Schuyler, Hartley & Graham
     Sporting Goods Company, which would become one
     of the largest sporting goods companies in the world.