http://www.gti.net/mocolib1/kid/foodfaq2.html#marshmallows

Originally...marshmallows were made from the root sap of the marsh mallow (Althaea
officinalis) plant. It is a genus of herb that is native to parts of Europe, north Africa,
and Asia. Marsh mallows grow in marshes and other damp areas...The first marshmallows were
made by boiling pieces of the marsh mallow root pulp with sugar until it thickened. After it
had thickened, the mixture was strained and cooled. As far back as 2000BC, Egyptians combined
the marsh mallow root with honey. The candy was reserved for gods and royalty.