I don't know if you have checked the census yet, but I found a Otto Heim in the 1900 census living in Milwaulkee. Otto E. Heim, born July 1871 in Germany. Came to U.S. in 1874 and is a naturalized citizen. He works as a time keeper on what looks like bicycles (hard to read). He was married within the year (1900) to Isoline(sp?), born Apr 1881 in Wisconsin. Father was born in PA and mother born in NY. The location of this census info is as follows: Wisconsin, Milwaukee County, Roll 1806 Book 1, Page 233
There are two other Otto Heims living in WI, but they are not in Milwaukee. One is an unmarried servant and the other has been married for over 30 years.