Tarzan first appeared in the pulp, All-Story, dated Oct 1912. On September 8th, 2006 Heritage Auctions sold a fine copy of this book for $59,750.00.
Part of their description:
“The importance of this pulp cannot be overstated, it is currently the single most valuable pulp magazine, and is considered rare with probably fewer than 20 existing copies.
…The “Tarzan of the Apes” tale in this pulp is Edgar Rice Burroughs’ second published story, and the first under his own name.”