It's a medical penlight that operates using a #222 or 224 bulb. They are screw in bulbs called "E10". E is for Edison type and 10 is for millimeters. Like Snake said, easy to find (online).
Burgess was one of the better manufacturers in the 30's and 40's when those were made.
Like many of the light companies in the stone age, they were made to sell their brand of batteries. So Burgess gave away a lot of lights. Often times if you bought, say an 8 pack of Burgess double A's it came with a light. Perhaps as few as a twin pack.
Art deco was in vogue with flashlights from the late 20's all the way to the 60's in some cases. Burgess nearly went belly up during the 30's. And wartime rationing causes me to think that light was either made prior to WW2 or after. Probably after. And was probably a promo.
Yours still having much of the wording on the thumb piece is a good thing. Unfortunately the deco paint chips very easily.
Nice find.