More specifically, Gitlow v. New York, 1925. Before then, the Supreme Court ruled in Barron v. Baltimore, that the Constitution's Bill of Rights applied only to the federal government [1] and had only recently looked at the 5th amendment w.r.t. the 14th.
Fun factoid #2, most states had (varying degrees of) "official" religions. This 14th amendment ruling also ended state support of religion in the few states that hadn't changed their constitutions by that time.
Fun factoid #3: This ruling happend about a month before the Scopes trial [2]. Interesting time the 1920s.