Here's an article in the London Times about the King attending a baseball game between American Army and the American Navy. Connected to this image is a picture of the King shaking hands with the Army captain. The image prior to the photo gives the account.
The London Times article actually lists the names of each of the American players for both teams. The Army team appears to be stacked with two players on the team that played for the Boston Red Sox including their pitcher, Herb Pennock, who played in the World Series. I found a great page about Pennock at http://www.thebaseballpage.com/players/pennohe01.php. I've included a picture of Pennock.
The second London Times Article reports the outcome of the game. Even with a team of All-Stars, the Army team lost the match 2-1.