This letter from President Lincoln to Major General Ulysses Grant in July 1863 might be the last documented instance of a president apologizing for anything:

My dear General

I do not remember that you and I ever met personally. I write this now as a grateful acknowledgment for the almost inestimable service you have done the country. I wish to say a word further. When you first reached the vicinity of Vicksburg, I thought you should do, what you finally did — march the troops across the neck, run the batteries with the transports, and thus go below; and I never had any faith, except a general hope that you knew better than I, that the Yazoo Pass expedition, and the like, could succeed. When you got below, and took Port-Gibson, Grand Gulf, and vicinity, I thought you should go down the river and join Gen. Banks; and when you turned Northward East of the Big Black, I feared it was a mistake. I now wish to make the personal acknowledgment that you were right, and I was wrong.

Yours very truly

A. Lincoln

After reading Edmund Morris’s trilogy on the life of Theodore Roosevelt I made TR my new favorite president, but I think I have to revert back to Lincoln.

h/t Michael Wade