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Ol' ProfAt what level?
We're forgetting the minor leagues. I'd hate to think of listing the names thus far posted without remembering Bud Fowler, identified in the Biographical Encyclopedia of the Negro Basebell Leagues as "the first professional black ballplayer."(1) In 1878, Fowler pitched an exhibition game for the Lynn Live Oaks of the International Association, beating the National League Boston Nationals 2-1.
See http://www.baseballlibrary.com/chronology/byyear.php?year=1878
For a time in 1887 he was with Binghamton of the International League, until he was dropped, apparently because of his race, and "forbidden to sign with any other International League team."(2) He often played in otherwise all-white leagues, though none of them was at the now-recognized major league level. Toward the end of is career he barnstormed with several all black teams.
Mr. Fowler died of pernicious anemia in 1913.
(1,2) Quotations taken from the Biographical Encyclopedia of the Negro Basebell Leagues, p 294.