According to this article, it seems a band of robbers were working the July crowd at the Revere beach in Massachusetts, but they were caught because the leader of the gang looked like "The Sheik". Surprised the police had to go fetch some photos to make the nab. This is from The News Journal, Wilmington, Delaware, July 8, 1939.
So the leader of said gang looked like this? (see below) Pretty exciting day at the beach I say.