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Tens of Thousands, if not more.
WOW! So many!
No one will ever know since they are not only in people's collections but more are found every day in attics and basements and everywhere else people have stored their family possessions. My guess based on how many I have seen every day plus what I have seen in my over 30 years of collecting postal history is the numbers are more likely in the hundreds of thousands or more. In those days the practice was to keep your mail and not throw it away like people do now. They are not at all rare, except for a few small post offices. Extra value normally comes with letters that traveled on difficult or historical routes and especially ones with the letters inside, either as stampless folded letters, or as envelopes with their letters still inside and when the contents include historically important information, or when they are from someone famous.