The first incarnation of Wembley Stadium was built in 1923 by Sir Robert McAlpine and designed by Sir John Simpson and Maxwell Ayrton and was originally built for the British Empire Exhibition at a cost of £750,000. The original plan was to demolish the Stadium after the event but at the suggestion of Sir James Stevenson it was saved. The stadium was known for its Twin Towers and the the thirty nine steps needed to be climbed to reach the Royal box and collect a trophy.
The first event to be held at the newly built British Empire Exhibition Stadium was the 1923 FA Cup Final (also known as the White Horse Cup Final) on 28th April 1923 between Bolton Wanderers and West Ham United. So many people wanted to attend with it being a new Stadium and the final that the official capacity of 127,000 was greatly exceeded, the crowds overflowed onto the pitch and it has been estimated that the total attendance was between 240,000 to over 300,000 with 60,000 fans being locked outside.
There were fears the final could not go ahead due to the volume of spectators, that was until mounted police including Police Constable George Scorey and his white horse, Billy (who was grey but looked white in photos) managed to push the crowds back to the sides of the pitch, the match started 45 minutes late.
Wembley has been used for the cup final being played there from 1923 to 2000 (excluding the 1970 replay when Chelsea beat Leeds at Old Trafford), other events include the play off finals, FA Amateur Cup, Football League Cup. As the official home of the England team it also hosted the 1966 World Cup final as well as matches for Euro 96 as well as being used for five European Cup Finals.
Wembley was not just limited to football, over the course of its 77 year history it played host to the 1948 Summer Olympics where it held many of the athletics event, it has been used for Rugby League and Union finals and even American Wrestling.
Other that sporting events; Wembley is predominately used for music events; the most famous of which was Live Aid in 1985 which featured Queen, Status Quo and U2, U2 have since played at Wembley a further 7 times but the record for most appearances goes to Michael Jackson who has appeared there 16 times.