Yet there is something curious here, in the sense of peculiar: a meaning that, the exhibition tells us, prevented the Reys’ British publisher from following the American example in naming the monkey. The suggestion of “strange George” would have also seemed a tasteless allusion to George VI, then the British king (which is why the character became known as Zozo in Britain).

At first, the peculiarity is not apparent. The material for this show was gathered by the museum’s curator Claudia J. Nahson, who combed through the extensive archives left by the Reys to the de Grummond Children’s Literature Collection at the University of Southern Mississippi. It is an enticing, appealing, intelligent show, for which Ms. Nahson has included personal memorabilia (including a wedding invitation sent out in 1935, soon after Hans Augusto Reyersbach shortened his last name to Rey, and Margarete Waldstein shortened her first name to Margret; Hans depicted himself as an artist’s palette, and Margret, a photographer, as a camera).

There are letters (including some fascinating prewar correspondence with the French publisher Jacques Schiffrin, who tested out one of the Reys’ early books on his son, André) and watercolors of George at his best, along with little-known characters from other books (like Raffy the giraffe, on whose neck a George-like monkey rides to sunlit safety above the clouds). In all, there are about 80 drawings and watercolors, along with photographs Margret took of Paris in the 1930s.

The exhibition is also true to its pictorial subject. It playfully expands some drawings into full-scale sets (you enter the first gallery through a portal resembling the entrance to a French hotel in one of the Reys’ prewar books), creates a children’s reading room (with pillows shaped like Georgian creatures) and features a gallery of the Reys’ later work, whose sets evoke the places they ultimately considered home: first Greenwich Village, then Cambridge, Mass.

And the peculiarity of the Curious George books? Like the Babar tales (which also grew out of the milieu of 1930s Paris) they have an almost colonial-era vision of the uncultivated naïf at large in the imperial world. But George is far more childish. One appeal of these volumes is their almost manic celebration of innocent desire.

Image Margaret and H.A. Rey in the 1940s. Credit... McCain Library and Archives, University of Southern Mississippi

“Little monkeys sometimes forget,” we read of the warnings he regularly violates. Seeing something interesting, George, of course, “could not resist.” He lifts a lid on a pot of spaghetti, plays tricks on his bicycle, races down a fire escape, climbs a tree in a natural history museum. His curiosity is clever, but consequences are never foreseen: he seems to be a fearless 5-year-old.