Musnad Ahmad 25:972

'Abd al-Samad narrated to us, my father narrated to us, Ayyub narrated to us, from 'Abd Allah ibn Sa'id ibn Jubayr, from his father, from Ibn 'Abbas, who said: The Messenger of Allah (peace and blessings of Allah be upon him) arrived in Medina and saw the Jews fasting the day of 'Ashura'. He said to them, "What is this day that you are fasting?" They said, "This is a righteous day; this is the day in which Allah saved the Children of Israel from their enemy, so Moses (peace be upon him) fasted it." The Messenger of Allah (peace and blessings of Allah be upon him) said, "I am more entitled to Moses than you." So the Messenger of Allah (peace and blessings of Allah be upon him) fasted it and commanded that it be fasted.