When President McKinley was shot in 1901, few thought his life was in danger. And so V.P. Theodore Roosevelt continued family vacation in the Adirondacks until a messenger arrived with the news that McKinley had died and therefore they were now the first family. Years later, TR's oldest daughter Alice Roosevelt Longworth recalled the evening for a friend. who remarked: "Oh, that must have been a moment of terrible sadness." Upon which Alice looked at him, askance. "Are you joking?”