The observation of Labor Day on the first Monday in September is usually attributed to the Knights of Labor who held their first parade on September 5, 1882. But far more important is the Haymarket Riot/Massacre of 1886.

It was in 1887 that Oregon became the first state to establish Labor Day as a holiday, which it put on the first Saturday in June. Colorado, Massachusetts, New Jersey, and New York observed Labor Day on the first Monday in September that year. Then in 1889, the First (Paris) Congress of the Second Socialist International selected May First as a day for international celebration of the working man, no matter what day of the week it fell on. May first was chosen in commemoration of the Haymarket Massacre which occurred in Chicago in 1886. In 1894, the first Monday in September was established as a federal holiday in the United States.