Original copyright registrations in artwork were checked for the year 1941. Associated Press filed a registration for one photo in that year; a photo of FDR and Eleanor Roosevelt at home on page 413. This was the only registration found for AP. There's no evidence that this photo was ever under copyright.
Note that it may still be copyrighted in jurisdictions that do not apply the rule of the shorter term for US works (depending on the date of the author's death), such as Canada (50 p.m.a.), Mainland China (50 p.m.a., not Hong Kong or Macao), Germany (70 p.m.a.), Mexico (100 p.m.a.), Switzerland (70 p.m.a.), and other countries with individual treaties.
{{Information |Description=Photo of Lou Gehrig lying in state at Christ Episcopal Church in the Bronx. |Source=[http://www.ebay.com/itm/1941-Original-Photo-LOU-GEHRIG-Yankee-Captain-DEAD-Yankees-FUNERAL-/281431740656?pt=Vintage_Sports_Memorabilia&hash=...