The first Proms concert was held in 1895 in the Queen's Hall and was arranged by Robert Newman. The idea was that people who perhaps would not normally attend a classical concert would be attracted by the cheap ticket prices for those standing, and the more informal atmosphere than usual (eating, drinking and smoking were all allowed).
However, it is the conductor Henry Joseph Wood whose name is most closely associated with the concerts. He was the conductor at that first concert, and was largely responsible for expanding the repertoire heard in later concerts, such that by the 1920s the concerts had grown from being made up of largely more popular, less demanding works, to presenting music by contemporary composers such as Claude Debussy, Richard Strauss and Ralph Vaughan Williams. On the Last Night of the Proms, Wood's bust is crowned with a laurel wreath by representatives of the "promenaders".
In 1927, the BBC took over the running of the concerts, and when the BBC Symphony Orchestra was formed in 1930, it began to give the concerts. However, with the outbreak of World War II in 1939, the BBC withdrew its support. The Proms continued under private sponsership until the Queen's Hall was gutted by an air raid in 1941. The following year, the Proms moved to their current home, the Royal Albert Hall, and the BBC took over once more.
From the 1950s, the number of guest orchestras giving concerts in the season began to increase, with the first major international conductors (Leopold Stokowski, Georg Solti and Carlo Maria Giulini) performing in 1963, and the first foreign orchestra, the Moscow Radio Orchestra, performing in 1966. Since that time, almost every major international orchestra, conductor and soloist has performed at the Proms.
The Proms continue today, and continue to present new music alongside pieces more central to the repertoire and early music. The last night of each season is traditionally in a lighter vein, with more popular classics being followed by a series of patriotic pieces in the second half of the concert, including Hubert Parry's setting of William Blake's poem Jerusalem, Edward Elgar's Pomp and Circumstance March No. 1 (Land of Hope and Glory) and Rule Britannia. The current chief conductor of the BBC Symphony Orchestra, Leonard Slatkin, has expressed a desire to tone down the nationalism of the last night somewhat, and in 2002 and 2003 Rule Britannia was only heard as part of Henry Wood's Fantasia on British Sea Songs (another piece traditional to the last night) rather than separately.