Sayyiduna Abdullah bin Abbas (may Allah be pleased with them both) narrates: When the Messenger of Allah (peace and blessings be upon him) came to Madinah, he saw that the Jews fasted on Ashura, so he (peace and blessings be upon him) asked them. They said: This is the day on which Allah Almighty made Musa prevail over Pharaoh. He (peace and blessings be upon him) said: "You are closer to Musa; you fast on it."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصيام / 8415