Eric at Edge of the American West provides the fascinating story of the events of October 14th, 1912. Teddy Roosevelt, running for president under the Bull Moose Party's banner, was shot in the chest shortly before delivering a speech in Milwaukee. He went on to deliver the hour-long speech (quite a good one, actually) covered in his own blood.
I have mixed feelings toward TR. I find his obsession with manliness and proving oneself in battle to be embarrassing. At times, he sounds like a teen-aged Klingon impersonator at a Star Trek convention. So it's nice to know he could occasionally back up his tough talk with some true bad-assedness.