The 1939 Golden Gate International Exposition "was opened initially from February 18, 1939 through October 29, 1939. It opened again from May 25, 1940 through September 29, 1940." The Thunderbolt at SFNE was infact not at SFNE/Riverside Park first, but the 1939/1940 New York World's Fair. It was at the NY World's Fair from 5/6/1939 to 1940. It then opened at SFNE in 1941.
Because of the fact that the 1939 Golden Gate International Exposition and the 1939/1940 New York World's Fair were occuring at the same time, AND that they were both World's Fairs, it is quite likely that both fairs had the same model of woodie. However, the Thunderbolt at SFNE is for sure from the NY fair, and not SF.
http://rcdb.com/3720.htm (for when it was at the NY World's Fair)