The Haymarket affair (also the Haymarket massacre or Haymarket riot) refers to the aftermath of a bombing that took place at a labor demonstration on Tuesday May 4, 1886, at Haymarket Square in Chicago. It began as a peaceful rally in support of workers striking for an eight-hour day. An unknown person threw a dynamite bomb at police as they acted to disperse the public meeting. The bomb blast and ensuing gunfire resulted in the deaths of seven police officers and at least four civilians.
"The history of the world holiday on the 1st May - May Day, or International Workers Day, held in commemoration of four anarchists executed for struggling for an 8-hour day." http://libcom.org/history/1886-haymarket-martyrs-mayday