I was doing some research on the web for information on the assassination attempt on TR for a discussion my US history class was having and I found this piece. The Wisconsin Historical Society has the glass TR used after that attempt and have an online exhibit on it:
On the night of October 14, 1912, Theodore Roosevelt was addressing 9,000-12,000 people in Milwaukee Auditorium when he stopped to take a drink of water from this glass. Nearby doctors took this opportunity to advise the former president to stop talking. Roosevelt was pushing himself with no heed to the fact that lodged in his chest was a bullet that had been fired by a would-be assassin earlier that evening.
The site also posts the story of the attempt and TR's refusal to stop his speech:
Roosevelt was in Milwaukee on the presidential campaign trail, stumping as the candidate of the new, independent Progressive Party, which had split from the Republican Party earlier that year. Roosevelt already had served two terms as chief executive (1901-1909), but his dissatisfaction with his chosen successor William Taft had led him to seek the office again as the champion of progressive reform, much to the dismay of his progressive rival, Wisconsin's own Senator Robert M. La Follette, Sr. Roosevelt's Progressive Party had been dubbed the "Bull Moose Party" after the candidate's proclaimed vigor and strength.
Unbeknownst to Roosevelt, a New York bartender had been stalking him for three weeks through eight states by the time he arrived in Milwaukee. Intent on killing the candidate and having missed several opportunities to do so, John Schrank saw his chance when Roosevelt left Milwaukee's Hotel Gilpatrick for his speaking engagement at the auditorium. As his touring car prepared to depart, the ex-president stood to wave to the gathered crowd and Schrank fired the .38-caliber revolver he had hidden in his coat. The crowd pounced on Schrank and as policemen apprehended him, Roosevelt tried to calm the throng.
On the way to the auditorium, Roosevelt's aides realized that he had been hit in the right side of the chest. Seeing the blood on his shirt, vest, and coat, they pleaded with him to seek medical help, but Roosevelt trivialized the wound and insisted on keeping his engagement. Fortunately, Roosevelt's life was spared by the contents of his breast pocket -- his metal spectacle case and the thick, folded manuscript of his speech -- which absorbed much of the force of the bullet.
When Roosevelt appeared before the crowd at Milwaukee Auditorium, the chairman of the Progressive Party speakers' bureau, Henry Cochems, announced that the candidate had been shot. Roosevelt confirmed the news by opening his vest and the assemblage was stunned. He made light of the wound throughout his eighty-minute speech, declaring at one point, "It takes more than one bullet to kill a Bull Moose."
Following the engagement, Roosevelt was rushed to Milwaukee's Johnston Emergency Hospital, where an X-ray confirmed that the bullet had lodged in his chest wall. At 12:30 the next morning, Roosevelt boarded a train for Chicago's Mercy Hospital, where doctors conducted further tests. Seeing that the bullet posed no threat to internal organs, they decided to leave the bullet where it was; Roosevelt carried the bullet inside him the rest of his life.