Here is the most popular story on the origin of the ice cream cone: The ice cream cone was invented at the St. Louis World's Fair in 1904. An ice cream vendor ran out of paper cups and asked a nearby waffle booth to make some thin waffles he could roll up to hold the ice cream.
However, it is also reported that a patent had been taken out in the late 1890's for an ice cream cone by Italo Marchiony. So, the ice cream cone was probably popularized at the St. Louis Fair, but not invented there.