En général, on la fait plutôt remonter "au moins" à la deuxième moitié du XIXème, pour ce qui est du genre que l'on connaît aujourd'hui.
Cf. The Dedalus book of British Fantasy, The 19th century,
édité par Brian Stableford, Dedalus Ltd.: "The Lord of the Rings is the parent of the modern "fantasy" publishing category, but Tolkien's work has a long and complicated ancestry of its own. The wave of fashionability which snatched up The Lord of the Rings was largely an American phenomenon (...) and it has been American writers who have supplied the publishing category it inspired with most of its best-sellers: David Eddings, Tad Williams, Katherine Kurtz (...) and many others; but the tradition of fantastic fiction from which The Lord of The Rings descends, and which provided Tolkien with his inspiration, is a distinctly British one". - Et dans cette inspiration du XIXème, on trouve des auteurs ou poètes comme Coleridge, Keats, etc.
Ca complète encore un peu les références données ci-dessus par les autres. Vaste sujet :)
Didier.
"Hug me, kiss me, suck my juices
Squeezed from goblin fruits for you,
Goblin pulp and goblin dew.
Eat me, drink me, love me;
Laura, make much of me;
For your sake I have braved the glen
And had to do with goblin merchant men"
"Goblin Market", Christina Rossetti (1862)