BAM Affiliation On September 18th, 1965 the world's first Mr. Olympia bodybuilding contest took place at BAM. In 1973 Arnold Schwarzenegger competed onstage in the Opera House holding on to the Mr. Olympia title. Arnold also appeared at BAM in 1969 in a show billed: Mr. America, Mr. Universe, Mr. Olympia, Miss Americana Muscle / Beauty Show and World Arm Wrestling Championship.