From Rockets, Missiles, and Men in Space by Willy Ley, 1968 edition, pg. 376:
The very first shot in the Mercury program was named Little Joe-1, ready for firing August 21, 1959, on Wallops Island. Half an hour before the planned take-off time there was suddenly the noise of a rocket roaring and smoke enveloped the launch pad. When the smoke cleared, literally speaking, Little Joe was still standing there; the escape tower and the dummy Mercury capsule had taken off without it.