"E.H.Bailey", or "E.H.B" may have been Elizabeth H Bailey of Peterborough
"W.H.B." could be Captain Will H Bellows of Bennington [he was a Son, his father William Franklin Bellows perhaps served in the Navy]
"A.M.W" is probably Annie M. Woods of Bennington, who would marry the above Will Bellows in 1895.
Sources:
Peterborough Transcript, 7 June 1894, pg 2
Peterborough Transcript, 14 June 1894, pg 2
"Dance Card" - from personal collection of S. Dow