The radio broadcast of "War of the Worlds" took place on this day in 1938. There's more in the September 17, 2012 episode of Stuff You Missed in History Class.
This Day in History Class
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The first Tim Hortons coffee and donut shop opens - May 17th, 1964
Junko Tabei becomes the first woman to summit Mount Everest - May 16th, 1975
Gasoline rationing begins in the United States - May 15th, 1942