In a quiet corner of a library at Mississippi State University, you’ll find a slim red volume that tells the story of what may be America’s first Juneteenth. It took place in New Orleans in the summer of 1864 to celebrate the day of liberation for the enslaved people living in the 13 Louisiana parishes exempted from President Abraham Lincoln’s Emancipation Proclamation, issued the previous January. It was actually a series of celebrations—or jubilees, as these were known—over two extraordinary months...