Musnad Abu Ya'la al-Mawsili 3:7

Zuhayr narrated to us, Abu Mu'awiyah narrated to us, Abd al-Rahman ibn Ishaq narrated to us, from al-Nu'man ibn Sa'd, from Ali, who said: A man came to the Prophet, may Allah bless him and grant him peace, and said: "O Messenger of Allah, inform me of a month that I should fast after Ramadan." The Messenger of Allah, may Allah bless him and grant him peace, said: "If you are to fast, then fast al-Muharram, for it is the month of Allah, in which there is a day on which Allah forgave a people, and He will forgive others in it."