Bonhams on June 12, 2012. This watch is described as a "hunter cased minute repeating chronograph with calendar and moon phases" and carries an inscription showing it was given to Houdini by Day in May 1914.
This was right at the time Houdini was performing his "Grand Magical Revue" in England. In fact, it was in May 1914 that he purchased his famous Walking Through A Brick Wall illusion. It was also Houdini's last tour of the UK before the outbreak of World War I. In June he would sail home on the Imperator and not return until December 1919, so it's possible this was a farewell gift from Day (who would soon become Colonel Harry Day).
According to the auction, after Houdini's death the watch was given to his nephew, Harry White. I'm not sure who Harry White was.
The auction estimate is $10,000 - $15,000. The auction lot is #43 in the Fine Watches and Wristwatches Auction 20003.
Click here to view the auction page at Bonhams.
Thanks to Kevin Connolly and Dick Brookz for the alert.