It is difficult to pinpoint with any accuracy exactly when magic first began.  To start with, we would need to define what is meant by the term "magic".  For example, man's ability to create fire would have been seen as magical, but we are only concerned with magic as a form of entertainment.

Evidence has been found in the Westcar Papyrus which was written somewhere around the year 1700BC, which tells us a story which dates back to around the year 2600BC which suggests a performance of magic by a magician named Dedi.  One of his tricks involved cutting off the head of an animal and then bringing it back to life unharmed.

After this, we are told the story of the Exodus in the Bible.  Is has been calculated that the Exodus happened in the year 1447BC.   

In one of the miracles of the Exodus, Moses is commanded to throw down his staff, and when he does so, it turns into a snake. God then tells Moses to grab the snake by the tail, and when he does so the snake reverts back into a staff. This miracle, along with two others, is used to convince the Jews that Moses is the legitimate messenger of God.

In Parshat Va'eira, a similar miracle takes place. Moses and Aaron confront Pharaoh, bearing God's command that the Jews be set free. Not surprisingly, their request meets with cynicism and rejection. However, to demonstrate that they have, in fact, been sent by God, Aaron is commanded to throw down his staff, which turns into a serpent.

Unimpressed by this display, Pharaoh calls on his magicians, who also turn their staffs into serpents. However, Aaron's staff devours those of the Egyptians. (The medieval commentator Rashi notes that the verse says that the staff of Aaron devours the staffs of the Egyptians, rather than saying that the serpent of Aaron devoured the serpent of the Egyptians. According to Rashi, this is a "miracle within a miracle," because somehow the devouring took place after the respective serpents turned back into staffs.)

By the eighteenth century magic was a very popular form of entertainment.  Isaac Fawkes (1675-1731) was responsible for generating much of the interest in Britain.  He worked at large fairgrounds and gathered huge crowds.  Many of the tricks performed by Fawkes relied on mechanical principles and devices made by his partner Christopher Pinchbeck.

With time came new technology and the creation of the television magician.  David Nixon and Mark Wilson were among the first television magicians and both had very popular shows.  As new doors opened for television magicians we were introduced to newer and more amazing performances by magicians such as Doug Henning, David Copperfield (Born David Seth Kotkin), Lance Burton, David Blaine and Criss Angel.