According to some historians, golf orginated in The Netherlands, but in ancient times, there was a very popular game among the Romans, for which they used a bent stick and a ball made with feathers. This may have been the inspiration for the modern sport. However, according to records, the game we know today was invented by the Scots between the XIV and the XV centuries.
This sport became so popular in Scotland that the Scottish parliament had to pass a law prohibitting this game in order to keep people from practising this activity when they should have been practising archery, which represented a military necessity. Anyway, the Scots did not pay attention to these regulations and in the early XVI century, king James IV of Scotland took up the game. His granddaughter Mary, later Mary Stuart, Queen of Scots, would play the game in France, where she was raised. Also in England, the game became very popular due to the attention paid to it by the monarchy before the Civil War.
The first golf associations were created in the XVIII century. Thus, the Honourable Company of Edinburgh Golfers was established in 1744; the St. Andrews Society of Golfers, in 1754 (which adopted its present name in 1834); the Royal and Ancient Golf Club of St. Andrews and the Royal Blackheath, in 1766. The first clubs to be founded outside England were the Calcutta Golf Club of East India, created in 1829 and the Royal Bombay Club, in 1842. In the western world, the first golf club was the Canada's Royal Montreal Golf Club, founded in 1873.
Even if no written records exist, there are reasons to believe that golf was played in the US during colonial times. In 1888, the St. Andrews Golf Club of Yonkers was founded in New York. It is said that this is the oldest golf club continuously existing in the US.
Golf is also popular in several countries in Western Europe, Canada, South Africa and Australia, and it experienced a remarkable growth in Japan after World War II, in 1945.
Source: "Golf", Microsoft® Encarta® 97 © 1993-1996 Microsoft Corporation.