One legend about the creation of brownies is that of Bertha Palmer, a prominent Chicago socialite whose husband owned the Palmer House Hotel. In 1893, Palmer asked a pastry chef for a dessert suitable for ladies attending the Chicago World's Columbian Exposition. She requested a cake-like confection smaller than a piece of cake that could be included in boxed lunches. The result was the Palmer House Brownie with walnuts and an apricot glaze.
Learn more on Wikipedia