When the Prophet (PBUH) came to Medina, he found the Jews fasting on the day of 'Ashura', i.e., 10th of Muharram. The Jews used to say: "This is a great day on which Allah saved Moses and drowned the folk of Pharaoh. Moses observed the fast on this day as a sign of gratitude to Allah." The Prophet (PBUH) said, "I am closer to Moses than the Jews." So, he observed the fast on that day and ordered the Muslims to fast on it. Sahih Bukhari, Volume 004, Book 055, Hadith Number 609 Don't Forget to Share Islam