The first photograph is supposed to have been taken in the late 1820s. But what was the first major historical event to be photographed?
It is difficult to give an answer, what is a
major historical event?
According Wikipedia Carol Szathmari was the first combat photographer during the Crimean War (1853-1856). This was some years before the United States Civil War. Some technical information can be found at the Muzeul Naţional de Istorie a României
At Wikipedia they mention also a daguerreotypes of the U.S. troops in Satilo, Mexico, (1847).
Edit: I found some new information. The book Photography: A Cultural History by Mary Warner Marien has some interesting informations on page 44ff. The book tells, there were no plans to make th pictures of the Hamburg Fire (Hermann Biow). The first planned pictures from historic events are done 1848 in France (abdication of King Louis-Phillippe) by Eugène Thibault.
The first war photographies are from the Mexican-American War (1848, see page 47).
The first capture of a photograph was the first major historical event photographed (though it was photographed by implication rather than directly: you can't see it in the photograph).
This would most likely be the Mexcian - American War (1846-48). In particular, there is an 1847 picture showing what may be the first amputation photographed.
Although the first photo dates back to 1826 or 1827 (see picture here), it took many years to solve the problem of the long exposure time needed (up to 8 hours for early photos). By 1841 this had been cut considerably (but was still at least one minute), and portraiture and photos of monuments started to become popular. By the late 1840s photographers started to 'get out and about'
villages and towns were served by traveling photographers who had fitted up wagons as studios
It would appear that it was from this time that the first major historical event (for all the problems of this definition) was recorded: the Mexcian - American war.
This photo may well also be the first one of an amputation. Other photographs of the Mexican American war can be found here, all using daguerreotype photography.
Maybe the next 'major historical event' to photographed was the Great Exhibition in London in 1851. The picture below used a different photographic process (Calotype).
Mounted Calotype depicting a scene from the Great Exhibition of 1851. William Henry Fox Talbot [Public domain], via Wikimedia Commons
If we accept a local event, then this photograph of a water jousting event in 1842 predates the others.
The United States Civil War is the first real use of photographs that I have seen for a historical event, or war. It began in 1861, so there is a gap, but I don't know of other photos that might have been taken.