--- Spoilers ahead ---
The historical timeline on the rotunda of the Hall of Heroes, states that, in 1895,
A foul band of anarchists are found to be guilty of murdering Our Lady, and a new battle begins on the homefront.
that's the official account of Lady Comstock's demise.
I'm trying to pinpoint when Lady Comstock actually and precisely died, using in-game clues. However, the game seems to contradict itself. Here are the fruits of my efforts, so far.
(See the voxophone transcripts on the IGN wiki.)
The voxophone that was last recorded by Lady Comstock, entitled "No longer", is dated 5th of January, 1895; therefore, Lady Comstock was still alive then.
AFAIK, the earliest reference of Lady Comstock's death in a voxophone is in that entitled "For I am lonely, too", recorded by Constance Field, dated 20th of July 1902:
This is for the Miracle Child. Hello! I'm sorry your mother, Lady Comstock, is dead. (I think she is altogether better than mine.) Since you live there, can you tell me why the tower has been closed? People say it's poor weather, then the pox, then a haunting. If it is a secret, I promise not to tell a soul. -- Your pen friend, Constance
Those two voxophones tell us that Lady Comstock died some time between 5th of January, 1895 and 20th of July 1902. A gap of 7½ years...
"A city mourns" kinetoscope
There is a kinetoscope called "A city mourns", which shows Columbia folks mourning the death of Lady Comstock, but neither the device nor the footage seem to feature any date.
Lady Comstock's mausoleum
I don't remember seeing a date of death on Lady Comstock's mausoleum in the Memorial Gardens. Unfortunately, I can't check this right now, because the game isn't currently installed on my machine.
Comstock Gate's fingerprint lock
In the Memorial Gardens, when Elizabeth attempts to use the fingerprint/palm lock the first time, the latter mistakes Elizabeth for Lady Comstock and gives her a warm welcome:
Lady Comstock! How lovely to see you! Wonderful of you to make the journey, especially considering your painful death 19 years ago.
From the opening of the game, we also know that it's year 1912 when Booker arrives in Columbia. So let's do a bit of maths. Even if we assume the game to be set in late 1912, going back 19 years into the past would mean going (at least) as far back as year 1894. However, from one of the voxophones discussed above, Lady Comstock was clearly alive in January 1895. Contradiction!
What am I missing? When exactly did Lady Comstock die?