1900: Man Arrested for Speech

1900: Wealthy Developer Wilshire Arrested for Preaching Socialism in Park
October 8, 2006

Oct. 8, 1900: A police officer came upon Henry Gaylord Wilshire as he was giving a speech in downtown's Central Park, now Pershing Square. He arrested the developer for whom Wilshire Boulevard was named "on the charge of violating the park ordinance," The Times said.

It was Wilshire's third such arrest for ignoring the 1893 city ban on such public oratory in parks.

The "capitalist, billboard magnate, golf devotee, City Charter framer, Socialistic candidate for Congress and other things too numerous to mention" was "engaged in preaching socialism and other doctrines to a crowd which was partly in accord with his sentiments, partly amused at his antics and partly disgusted with him," reported the newspaper, whose owners did not share Wilshire's politics.

source: http://www.latimes.com/news/local/la-me-a2anniversary8oct08,1,3080464.story?coll=la-headlines-california&ctrack=1&cset=true

...applying to state governments. Only to the federal government.

It was later in the 20th century that the 14th amendment was interpreted by the Supreme Court as applying the First Amendment to the states.