Prior to the first game of a doubleheader with the Red Sox at Yankee Stadium, a wall of Japanese beetles forms in front of the home dugout. Although over 5000 insects will be captured, the problem will return later in the month.

On July 8, 1939 — Prior to the first game of a doubleheader with the Red Sox at Yankee Stadium, a wall of Japanese beetles forms in front of the home dugout. Although over 5000 insects will be captured, the problem will return later in the month.

Source:
Baseball Reference July 8