THIS DAY IN HISTORY: 1789> Thomas Jefferson becomes the first head of the U.S. Department of Foreign Affairs. 1881> The first volume of The War of the Rebellion: A compilation of the Official Records of the Union and Confederate Armies, is published. 1894> The first automobile race takes place between Paris and Rouen, France. 1934> American gangster John Dillinger is shot dead by FBI officers outside a Chicago cinema.