Chips were attibuted to Texas. Chips were delivered to an El Paso distributor in 1937. However, there was no gambling in El Paso. Across the river, Juarez a hotbed for gambling. I don't belive I'm going far out on a limb to attribute the chips to Mexico.
I would have valued the set at several hundred dollars as only the yellow and brown were relatively common.

However I've heard that others have been found. I would sell my set for about $150 or so.