While Truman was presiding [over the Senate] that afternoon, President Roosevelt collapsed and died of a cerebral hemorrhage in Warm Springs.
Unaware of his impending fate, Truman recessed the Senate at five that afternoon and strolled through the Capitol, without his Secret Service agent. He was the first vice president to be assigned a regular Secret Service agent… But the protection was somewhat erratic, enabling Truman to saunter unaccompanied through the Capitol to House Speaker Sam Rayburn’s hideaway office, the “Board of Education.” There he planned to mix a drink and spend some time talking politics with the Speaker and a handful of congressional cronies.
When Truman arrived, Rayburn relayed a message that the president’s press secretary wanted him to call right away. Truman called and was told to come to the White House as “quickly and quietly” as possible. “Holy General Jackson!” he exclaimed, the color drained from his face.
Still not knowing exactly what had happened, Truman hurried back the length of the Capitol, still alone. At his office he grabbed his hat and his driver. They headed straight to the North Portico of the White House, where Truman was ushered up to the family quarters. There Eleanor Roosevelt told him that the president was dead.