Project Giza was the United States of America's initial attempt to learn about the Stargate and eventually became the Stargate program. Its appellation refers to the place where the Alpha Gate was discovered in 1928 by Paul Langford. The project was classified as Top Secret.
It is unclear of the exact dates of the project, but it was certainly active in 1945. The gate was manually dialed and Ernest Littlefield went through the Gate and was lost. The project was apparently scrapped very soon after and the Gate was put upright in storage in Washington D.C. and all related documentation was stored in The Pentagon. (SG1: "The Torment of Tantalus")