In the last years of his life, John Philip Sousa was overwhelmed with requests for dedicatory marches. Sousa seldom accepted commissions, preferring instead to respond to his own inspirations, or to accept a signed petition, usually from a university or civic organization. For some reason, Sousa made an exception for Wilbur Foshay, who had built a financial empire through supplying electrical power to the American Midwest. Foshay was constructing a 447-foot skyscraper to be located in downtown Minneapolis—the first such building constructed west of the Mississippi River—and wanted a new Sousa march written especially for its opening, slated for August 1929. When the Foshay Tower opened, Sousa's Band played eight concerts in Minneapolis, all connected with the event.

On October 31, 1929—"Black Friday"—Wilbur Foshay lost everything when the New York Stock Exchange crashed. The Securities and Exchange Commission took an interest in Foshay, and in 1932 he was sent to Leavenworth Prison, convicted of conducting a "pyramid scheme" with shares of his own stock. Foshay served four years at Leavenworth before his sentence was commuted by President Franklin Delano Roosevelt, largely on the strength of protests from prominent Minneapolis citizens who lobbied hard for Foshay's release. Later, Foshay's case was reviewed, and it was discovered that Foshay was innocent of initiating the stock swindle that resulted in his imprisonment. In 1947, President Harry Truman awarded Foshay with a full and unconditional pardon. Foshay died ten years later, penniless, in a nursing home.

But John Philip Sousa had died in 1932, and was not to witness these later developments. Sousa was outraged that his own name and blameless reputation was linked to Foshay's troubles, and forbade both publication and further performances of the march he had written on Foshay's behalf. In band circles, the work became known as Sousa's "mystery march."

Though Foshay himself no longer owned the Foshay Tower, on its own merits the building became a symbol for the city of Minneapolis. The Tower's distinctive obelisk-shaped design is modeled after the Washington Monument. For four decades, it was the tallest building in Minneapolis, yet its small floorboards and offices make it an ideal location for small businesses. In 1966, a museum dedicated to the Tower's history was installed on the top floor, and for the opening of the museum, the Foshay management sought permission to have the Sousa composition revived. But Sousa's heirs again refused; Foshay had not paid the commission for the march, outside of a small advance, nor had he paid for the concerts that had surrounded the opening of the Tower. In 1988, a group of Minneapolis citizens raised the money to pay off Foshay's debt to Sousa, and the march was finally heard in time for the 60th anniversary of the Foshay Tower. "Mystery" no more, this march, one of Sousa's last, has finally been recorded, and allowed to take pride of place alongside his other 135 marches.

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