I used to play Music for a living Museum of the "Wild West" in @1870's. They made fudge in one house as per recipe from a diary from the early 1870's donated by a local person.

However, the Ojibway (aka "Chippewa") people of the Northwest USA may have made some of the first known fudge, as they traditionally collected the syrup from the Maple trees & boiled it down to a soft solid form with which they could preserve the sugar for use in the coming year. Some Ojibway people still do.