Cairo, the county seat for Grady County, incorporated on October 28, 1870. Local stories propose that the city takes its name either from the city in Egypt or from the town of Cairo, Illinois. The city's name, however, is pronounced "Cayroe".
Cairo is the birthplace of famous baseball player Jackie Robinson. The first African-American baseball player in the major leagues, Robinson earned recognition as the National League's Most Valuable Player in 1949.
The city hosts the Great Southern Antique Car Rally every May, an event which features 100 of the world's most expensive antique cars. The Cairo Antique Auto Museum also features antique cars from every decade of the 1900s, along with Matchbox cars, antique bicycles and other collectibles.