Although not identified in this article, apparently the two stations involved in this joint transmission were both U.S. Navy stations, with the originating station being NUR in Chicago, Illinois, and NRQ acting as the retransmitting station in Detroit, Michigan. According to contemporary accounts, this broadcast took place in mid-December, 1919.
Electrical Experimenter, April, 1920, page 1282:

Music 400 Miles by Radio
Elias at transmitter
    If you haven't your favorite jazz melody and if there isn't one within 400 or 500 miles, don't let that worry you. Just send a radio to the nearest wireless station, and have them put the desired record on the instrument, put your receiver in operation, and you have it. Everyone knows the wireless has proven a successful invention, but very few know all the uses it may be put to. The other day L. W. Elias, officer in charge of the Chicago U. S. Radio Station, was successful in sending a complete musical program to Fort Sheridan's convalescent soldiers. When he had finished, to his surprise the operator in Detroit complimented him on his progress and advised Mr. Elias that he had connected his instrument to a transmitter and that over 100 people had heard his music. He was also told that everyone in Camp Grant had heard the same program. The apparatus necessary to transmit music in this manner is a phonograph with records, a transmitter, and receiver combined with a power plant connected with batteries. The transmitter consists of one oscillating and one modulating tube. Any amateur receiving apparatus within a radius of 400 miles can intercept the sound waves as they are sent on undampt waves of 700 meters. The Chicago Government Radio Station ranks first in all experimental work and the last rating was given 99.2 per cent. The photo shows L. W. Elias and the machine.
    The wireless telephone is not so much of a novelty any more, altho of course, the apparatus is not to be had for a mere song. However, our radio experimenters, even the youngest, are rapidly becoming experts in the development and construction of simple apparatus, whereby it is possible to transmit articulately, the spoken word. In transmitting music or vocal records from a phonograph by means of the wireless telephone, there are several different ways in which the air waves set up in the phonograph sound chamber may be communicated or super-imposed upon, the Wireless telephone transmitting apparatus, and eventually to the antenna from which this is liberated into space, in the form of electro-magnetic waves in the ether. In some cases, the microphone of the modulating circuit of the wireless telephone outfit is placed in proximity to, or secured tightly to, the phonograph soundbox proper. In other instances, one or more microphones of the modulating circuit have been placed in the amplifying sound chamber of the phonograph, and this has been found to give very good results.
    A microphone placed inside the doors or grill of the phonograph has many good points about it. This is so for one reason that the sounds created by the diafram of the phonographic sound-box have not their full vibrating timbre and sonority when they first proceed along the tone chamber, but receive their full sonority only after they have entered the larger amplifying chamber.