Lasker Knocked Out?
During a visit to Copenhagen in 1927, Lasker told a news reporter an anecdote about meeting the world heavyweight boxing champion:

The former chess world champion, Dr. Emanuel Lasker, who is staying in this city for a couple of days, is a cheerful man who appreciates both hearing and telling anecdotes. Here is one of his adventures, which he told our reporter yesterday:
34 years ago, Dr. Lasker said, I was staying in New Orleans. In a nearby village, the world heavyweight boxing champion, Fitzsimmons, had set up his training camp. One of my friends was an acquaintance of Fitzsimmons and invited me to come out and say hello to the world champion. At that time I was a strong fellow – no one would dare to step on my toes – and I was pleased to accept the invitation. Upon arrival, I had the great honor of being given the opportunity to deliver a deep and heavy punch to Fitzsimmons – he didn’t flinch at all – but moments later I was knocked out.
Well, you see, Fitzsimmons began training with a punching ball, and I was standing next to it. Now, either the string in which the ball hung was not strong enough or Fitzsimmons was particularly strong; suddenly, while the boxing champion was working the ball with punches and blows from all angles, the string broke. The ball went flying against the back wall, jumped back and hit me in the face.
And then?
Well, I don’t remember. But my friend told me that I immediately fell to the floor and only woke up a little while later. I had been knocked out, even though it wasn’t deliberate. That was my big fight with Fitzsimmons!
And Dr. Lasker smiles ironically.
This anecdote is new to me, and I have tried to verify it.
34 years ago would have been 1893, and indeed, Lasker stayed two weeks in New Orleans in February and March 1893. Local newspapers (The Times Democrat, The Times Picayne) covered his visit extensively. Lasker arrived on February 18, played simuls, consultation games and single games, and on March 3 he gave the first of three lectures on advanced mathematics at Tulsane University. He then went to stay in Bay St. Louis (a small town in Mississippi, 87 km north east of New Orleans) as the guest of Judge Robert N. Ogden. He travelled back to New Orleans on two occasion to finish his lectures, and finally left for Kokomo on April 3 to play a match against Showalter.
The other man in the anecdote, Robert James “Bob” Fitzsimmons, arrived in Bay St. Louis on February 1, 1893, two weeks before Lasker, to prepare for his championship match against the challenger, Jim Hall. The match took place in New Orleans on March 8.

Excerpts from The Times Democrat, February 2, 1893:
Fitzsimmons has arrived. He did not come to the city, but got off the train at Bay St. Louis. (…) The cottage, which Mrs. Fitzsimmons had prepared for their reception and which Fitzsimmons has purchased, is about a quarter of a mile east of the Robinson cottage, and it is in every way admirably fitted for training quarters. It could not be improved upon, and the champion was more than satisfied with it.
So far everything fits. Both Lasker and Fitzsimmons was in the area at the same time. Lasker could have visited Fitzsimmons’ training quarters, his description of it seems accurate.
But then … further from The Times Democrat:
It is easy to see that the champion is extraordinarily strong just now by the way he breaks his balls and the rawhides with which they are attached to the ceiling. On one occasion not long ago he hit the ball so hard that the thong of tough rawhide broke, and the ball, flying off the stage, struck a man in the audience and “knocked him silly” for the time being.
The exact same anecdote, but clearly not about Lasker as this was published 16 days before he arrived in New Orleans. A likely explanation is that Lasker heard this story while he was in New Orleans and liked it so much that he inserted himself into it.