June 3.
1850. "City of Kansas" is incorporated by Jackson County, Missouri.
1937. The Duke of Windsor, formerly King Edward VIII of England, marries his mistress Wallis Simpson, an American and two time divorcee. His intention to marry her while still King of England set off a Constitutional crisis in England and its dominions. Ultimately, he determined to resign the throne, which he did six months prior to being married. They were married in France, and no members of the royal family attended. Indeed, the couple would never live in England, and it would be years before Simpson ever saw another member of the royal family.
Simpson was Time's first ever Woman (rather than Man) of the Year, for 1936.
1940. The last British troops leave from Dunkirk, which is captured by the Germans. A total of 338,226 men were successful evacuated, including 137,996 French, Polish and Belgian soldiers. (note, a few French troops were evacuated on June 4). The British escape was not only critical in terms of manpower, but especially in leadership, as the cream of the British Army was evacuated under the Germans' noses, including future Field Marshals Alanbrooke, Alexander and Montgomery.