H.H. Holmes was arrested on this day in 1894. There's more in the Jan. 23 and 25, 2012 episodes of Stuff You Missed in History Class.
This Day in History Class
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The first shopping carts are introduced - June 4th, 1937
"Casey at the Bat" is published - June 3rd, 1888
London's Big Ben rings out for the first time - May 31st, 1859