By the 1890’s-1900, Wednesday evening prayer meetings/services were common all over the U.S., although as others have said, they were most common among the Protestant denominations. But certainly not limited to Baptists.
My mother has been going to choir practice at her catholic church every Wednesday night since 1949. Religious instruction for adult converts was also on Wednesday evenings. As were Knights of Columbus sessions, Daughters of Isabella meetings, etc.
There wasn’t an actual Mass on Wednesday night, but nearly all the other church groups met on that night. Presumably because it’s midweek, and a good time for meetings. Plus this was standard enough in the Midwest that many other community groups avoided any meetings or functions on Wednesday night, because they would lose attendance – Wednesday was always “church night”.
No evening services at the Cathedral on Wednesday night (there is one in the morning), but the Cathedral Choir practices then.
Northern California Episcopalian
I’ve always thought of Wednesday night as a church night, but maybe it’s primarily a southern thing (I’m in Mississippi). I grew up Southern Baptist and there was always a service on Wednesday evening (though we didn’t go regularly).
I’m now a member of the local Church of Christ and Wednesday evening is Bible study night. We don’t have a formal service, but rather a brief devotional and then classes for the various age groups. The kids do the typical run around, play games and learn Bible stories type stuff they do in Sunday school. The adult classes tend to be a bit more single topic focused (either a study of a particular book or a particular subject) than is usually done on Sunday morning.