The hot dog is the quintessential summer food: cheap, tasty, great for grills and forgiving of even the most inexperienced backyard cooks. But who made the first hot dog? Historians believe that its origins can be traced all the way back to era of the notorious Roman emperor Nero, whose cook, Gaius, may have linked the first sausages. In Roman times, it was customary to starve pigs for one week before the slaughter.