One of the most significant dates in the [Minnesota State] fair’s history was September 2, 1901, when then-Vice President Theodore Roosevelt was visiting and first uttered the famous phrase, “Speak softly and carry a big stick.” Roosevelt became president just 12 days later, after William McKinley was assassinated.
https://web.archive.org/web/20040919093512/http://www.geocities.com/elechtle/texts/Denny-Pioneer_Days.txt