Furbyz said:
You are correct about toffee, of course, but no, the exact process for making fudge is widely believed to have been discovered in 1886 in Baltimore during a botched attempt to make caramels. The crystallizing of the sugar, milk, and butter mixture and whipping it as it cools to the creamy texture characterized as modern day fudge was happened upon in America. I am not denying that other similar confections are European, but fudge, as we know it today, is American. We didn't come along and add chocolate. We came along, screwed up a completely different recipe, and it happened to turn out pretty well. Here's a European that did his research admitting such and a host of others saying the exact same thing.
http://www.worldwidewords.org/articles/ar-fud1.htm
http://www.darbysfudge.com/fudgehistory.html
http://www.thenibble.com/reviews/main/candy/old/history-of-fudge.asp
http://bbgees.com/History_of_Fudge_Explained.html
Though, you could go so far to say as we didn't come up with a dish so much as a texture. I would consider that a very valid point.
The Scots Tablet (taiblet), which has a courser, grainier texture is closer to what I would consider Fudge (I quite dislike the more toffee-like fudges... if I want toffee I'll eat toffees, if I want fudge I want something crumbly that'll dissolve in my mouth), and predates the American Fudge by nearly a hundred years (the recipe is a little different, with the Scots tablet using sugar, condensed milk and butter, while the American Fudge uses sugar, butter, milk and often chocolate and/or fruit).
There's also a similar Indian (originally possibly Persian) dessert known as Barfi (an unfortunate name

) that dates back to the 16th century, which used similar ingredients to American Fudge, but normally includes nuts and and fruit.
The history of food is quite fascinating, and by the dates I would suggest that modern "Fudge" originated in ancient Persia, went to India, and then courtesy of colonisation made its way to Scotland and from there to the U.S., with each culture changing the recipe and flavour a little, as well as the trimmings.
I apologise for my original post placing the origin as European, it seems that the Middle East is most probably the earliest point of origin for the dish that we now call "fudge".
Furbyz said:
Also, I apologize for my countrymen. I really have no idea why this place breeds such stubborn, pigheadedness, but it does with frightening regularity.
You are an officer and a gentleman. Your apology is accepted with gratitude for the kind gesture.