The U.S. is set to mark Martin Luther King Jr. Day, the federal holiday set aside to honor the life of the civil rights icon. But in Alabama and Mississippi, Monday is also Robert E. Lee Day in honor of the Confederate general. The two states recognize King and Lee on the third Monday in January. Their state governments created holidays more than a century ago to honor Lee and later combined the day with the federal holiday established in the 1980s to honor King. The strange juxtaposition of honoring men from vastly different legacies has persisted for decades.