I first heard about Bill Glackens from my mentor, Harold Irving Smith, who had studied with Robert Henri and George Luks years later. Harold was another generation, a World War I generation, whereas Glackens goes back to the days of Renoir and Honoré Daumier, a great influence on Glackens' early illustrations. The following links will tell you far more about Glackens than I can, with any authority. I like him for how he drew, how he composed his art, and how his characters looked, so true to life.
So, to read about William James Glackens, click on these links.
This is a beauty, which appeared in Scribner's Monthly Magazine for February 1905, click on image to enlarge it. The article was entitled "The Lights and the Stars of Broadway," by John Corbin. It looks to me like a combination of gouache or opaque watercolor with pastel colors picking up highlights, but that's just a guess.
"In Town it's Different," for "The Play's the Thing," by Albert White Vorse in Scribner's Monthly Magazine for August 1899. Click on image to enlarge it. It could have been done in litho pencil with watercolor washes, transparent and opaque on top.
Here's an example of nicely these illustrations were placed within the text of the above article. FromScribner's Monthly Magazine for August 1899. Click on this image and the image below to enlarge them.
From "The Vaudeville Theatre," by Edwin Milton Royle, in Scribner's Monthly Magazine for October 1899.
These are all from the same article. Click on images to enlarge them.