According to the National Hot Dog and Sausage Council of the United States of America, there are several contenders for the invention and popularisation of the hot dog:

The year is 1860. A German immigrant is known to have been selling frankfurters with sauerkraut in milk rolls from a push cart in New York City's Bowery.

The year is 1871. German butcher Charles Feltman opened a hot dog stand in New York City's Coney Island. He reported selling 3684 "daschund sausages in milk rolls" in his first year's business.

The year is 1893. The Colombian Exposition in Chicago introduced scores of thousands of visitors to frankfurters in milk rolls.

In the same year (1893) Chris Von de Ahe, who owned the St. Louis Browns major league baseball team introduced the convenient snack at his team's home ground.

The year is 1901. The Bavarian concessionaire Herr Anton Feuchtwanger retailed frankfurter sausages at the St. Louis Louisiana Purchase Exposition, loaning his customers white gloves to hold the hot smallgoods. When many gloves were not returned, he turned to his brother-in-law, a baker, to supply a new type of long bread roll. The hot dog bun was born.

research source: The National Hot Dog and Sausage Council