From the March 15, 1906 NYT:

CLEVELAND - A man whose rolling gait was justified by his sailor costume, strolled into the sixteen-story Williamson Building...this afternoon and boarding an elevator rode to the top floor. Then he took to the stairway that runs through the cupola, and unobserved, reached the roof.

When they [the police] reached the roof the man in sailor costume had sought a still higher level - he had shinned up the towering flagpole, 225 feet above the ground.

"Hey, you," called Hannan in tones of authority, "come down out of that."

"Can't do it," responded the man up the pole. "I have an engagement to meet a bird here in a couple of minutes."

"Don't you see you're blocking traffic?" demanded Bellet, pointing to the street.

"What, airships?" grinned the sailor, disregarding the gesture.

One of the policemen actually lassos one of the fellow's feet and they drag him off the flagpole to the cheers of the staring crowd below.

"Who are you?" the police asked.

"I'm Grover Cleveland," he said, "but don't give it away. Treat me right, and I'll do the same for you."

The police locked him up and have reason to believe that he is not Grover Cleveland at all, but J. Cline, formerly of the battleship Iowa.