The modern era of cosmology really began with the publication of Einstein's general theory of relativity in 1915 because it was this theoretical breakthrough that allowed cosmologists such as de Sitter, Friedman and Lemaitre to construct the first self-consistent mathematical models of cosmic evolution. The first experimental test of general relativity was Eddington's famous expedition(s) to measure the bending of light at a total solar eclipse in 1919. So famous is this experiment, and so dramatic was the impact on Einstein himself, and so essential was it for the development of relativistic cosmology that history tends not to recognize the controversy that surrounded the results at the time. In this talk I discuss the experiment in its historical context as well as showing the results of a re-analysis of the data using more modern statistical methods. This experiment, and the controversy surrounding it, still provides valuable lessons for modern astronomy and cosmology.