I have also seen them referred to as First Day Covers. I have seen a number of Brewers/Robin Yount ones or very similar items out there. I haven't purchased any yet, but...
On the Brewers, one I have seen it wasn't so much an event for which the USPS had a special stamp as Retroboysaz notes above, but rather ones which were made ahead of time in anticipation of the event to happen. Then they items were stamped with the USPS markings for that date.
For example, quick ebay search - Robin Yount had his 3000 hit on Sept. 9, 1992. This cover commorates that event and is stamped with the USPS mailing stamp with that date. Yount also appears to have signed this one (maybe!), but...
I think they are pretty interesting as well and they are on the list to try and obtain someday, but hasn't happened yet!
eBay - Robin Yount First Day Cover 3000 hit example