 The club was founded in 1895 as Thames Ironworks and reformed in 1900 as West Ham United . The club has traditionally played in a claret and blue home strip with white shorts . West Ham competed in the Southern League and Western League before joining the Football League in 1919 ; they were promoted to the top flight in 1923 , when they also played in the first FA Cup Final at Wembley . In 1940 , the club won the inaugural Football League War Cup . 
