Saxophone

Ah, the Conn F Mezzo Soprano, model 24M and the Conn-O-Sax F alto, model 22M. These beautiful horns were produced from around 1928 to 1930 -- some documentation indicates that they were available until around the start of WWII, but they were no longer in production (indeed, many list them after 1930). This was at the very end of the New Wonder era, but some of the Conn-O-Saxes have the "Naked Lady" (or "Lady-in-a-Pentagon") engraving of the later Artist horns, so that may mean that the production end date was actually in the 1931-1932 range.
The idea behind an F saxophone is not incredibly new: A. Sax himself envisioned two lines of instruments: Eb and Bb for marching band and C and F for concert bands. Interestingly enough, very few companies were ever interested in F instruments -- the only other F instruments that I have found have been one-off custom horns -- and, as far as I've been able to dertermine -- A. Sax made a grand total of one F alto (last owned by Canadian saxophonist Paul Brodie).
Please note that there are hundreds of high pitch Eb horns that are still floating around. You can try to make a HP horn play sort-of in tune in E or F -- a few notes at least -- by manipulating the mouthpiece and/or playing with the neck. The most common instrument that people tell me is an F horn is a Evette-Schaeffer (Buffet): don't bother e-mailing me if you have one of these beasties. You DON'T have a horn pitched in F.
The 24M grew out of Conn's 18M soprano tinkering: the old model soprano was stubbier (about 1/2" shorter) and didn't have as good intonation. The newer model was longer and thinner -- which has caused some folks to say that they have an A soprano. This sort-of means that the F mezzo soprano has a more "sopranoish" sound than the Conn-O-Sax, which sounds more like an English Horn -- or, according to Conn's adverts, a Heckelphone. I can also say, after seeing the A. Sax F alto and a couple other F instruments from the 19th century, the F mezzo looks considerably different, especially with respect to its neck.
These horns both used the same mouthpiece and fit in the same range, but while the F mezzo soprano had a keyed range of low Bb to high F, the Conn-O-Sax has a keyed range that is impressive even today: low A to altissimo G. The Conn-O-Sax also sounds a bit more mellow than the F Mezzo-soprano and is a better fit for the "intended" purpose of these horns: to cover French Horn parts. The Conn-O-Sax, in my opinion, is probably the sweetest sounding of all the saxophones.
Paul Cohen has a recording of his Conn-O-Sax on the Vintage Saxophones Revisited CD1 (you can read my review of this CD at Sax-on-the-Web2). I'm working on converting some F mezzo plying from SAXTEK into a computer-friendly format, so there will be audio soon.
Paul Lindemeyer's book, Celebrating the Saxophone3 also has some extremely nice pictures of both these models, but it's rather short on their history