Bloody Sunday (1905)

Bloody Sunday took place in Russia in 1905. More than 3,000 people marched towards the Winter Palace in hopes of presenting Tsar Nicholas II a petition for reform, however he was not present at the palace. Without the order of the tsar to stop them, the army shot their rifles into the crowd, leaving 96 dead and around 300 wounded. 
This event began the 1905 Russian Revolution, which was caused in part by defeat in the Russo-Japanese War. Many thousands died and the Tsar created the State Duma to represent the Russian people. It is considered a cause of the later, larger Russian Revolution.
Later Dmitri Shostakovich composed his 11th Symphony based on this event.