The North American Indian, by Edward S. Curtis

Why?

"It's probably photography's largest photographic project that was amassed, and he was pretty extraordinary. . . . He actually went as far as getting funding from affluential people in New York society. He went to JP Morgan to underwrite a good part of the project, and he had to prove to Morgan his passion for the project and the meaning for it. Curtis just laid it down and he got the money." 
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- Christian Witkin, Photographer