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For those unaware from 1915 to 1944 was what is known as the second KKK. Seen that picture of Klansmen marching in DC? It was this Klan that did it. Yet from 1926 onward the Klan went into a steep decline. A man from Indiana named Stephenson who ran a secondary Klan group with control in 22 states in the north. However Stephenson raped a woman to death and in the public scandal that followed the Klan went into further decline.
However WI for the sake of argument Stephenson's habits with women are better covered up and the late 20's has no Klan scandals outside of their traditional violence to blacks, foriegners, and non-WASP Americans?
While never enjoying massive votes the Klan was successful in making a political machine both independent and courted by the Democratic and Republican parties of the time.