Sir Arthur Conan Doyle wrote The Hound of the Baskervilles.
Beatrix Potter wrote Peter Rabbit.
Leon Trotsky escaped from a Siberian prison and settled in London.
National bankruptcy is announced in Portugal.
The U.S. gets perpetual control over the Panama Canal. (But we gave it back later.)
John Steinbeck and Erik Erikson were born.
The Philippine-American War ends. (IIRC, that was one that I don't think we should have been in in the first place, IMO.)

1. The Boer War ends.
2. Leon Trotsky flees Russia to London.
3. Joseph Conrad's Heart of Darkness,
4. The premiere of Claude Debussy's opera Pelléas et Mélisande.
5. Cecil Rhodes, founder of the De Beers diamond cartel, the Rhodes Scholars program, and exploiter of Africa, dies.
6. French novelist Emile Zola dies.
7. Pragmatism is born with philosopher William James' The Varieties of Religious Experience.
8. The signing of the Anglo-Japanese Alliance.
9. Aswan Dam completed.
10. Mount Pelée erupts and destroys the town of St. Pierre on the island of Martinique.
11. Tenor Enrico Caruso's hit records ensure the popularity of discs over wax cylinder records.
12. Arthur Conan Doyle resurrects Sherlock Holmes in The Hound of the Baskervilles
13. Photographer Alfred Stieglitz curates the first major show of photographs as art.

- Our Times: The Illustrated History of the 20th century

In addition to the above...

The steamer Primus sinks in collision with the steamer Hansa on the Elbe River, 112 lost.
Mount Pelee eruption kills 40,000 on Martinique.
Roland Molineux, the "Knickerbocker Murderer," is acquitted.
The Freya is discovered dismasted but otherwise undamaged, but her crew is never found.
Mutineers aboard the Veronica kill seven, after which sightings of the ghost of Marie Laveau, voodoo queen of New Orleans, are commonly reported.