From Sahih Bukhari (Hadith 4501):
Narrated Ibn `Umar:Fasting was observed on the day of 'Ashura' (i.e. 10th of Muharram) by the people of the Pre-Islamic Period. But when (the order of compulsory fasting) in the month of Ramadan was revealed, the Prophet said, "It is up to one to fast on it (i.e. day of 'Ashura') or not
Reference: Bukhari 4501