You may not know who Geronimo was, but you’ve likely heard his name. In fact, you’ve probably used the “Geronimo” saying when taking a leap—out of a plane, into a pool, off a wall. But why Geronimo?

A. Frank Randall took this picture of Geronimo, the first time he was photographed, in 1884 at San Carlos, Ariz. When modern shoppers see Geronimo staring back at them from postcard racks, this is the ...