It is believed the the art of massage "massage is an Art. Just ask any massage therapist" was first mentioned in writing about 2000 B.C., and it has been written about extensively in books since about 500 B.C.
Egyptian, Persian, and Japanese historical medical literature are full of references to massage.
Traditional Chinese Medicine has a written history of more than 4500 years, the Nei Ching or Classic of Internal Medicine is believed to have been written by the Yellow Emperor about 2500 B.C. and to this day remains the basic reference for modern TCM thought.
Massage has been a part of life in India for almost 3000 years. The Chinese introduced the methods it India during early trading forays.
The ancient Egyptians left artwork showing foot massage.
Before Greek athletes took part in the Olympic games, they underwent Friction treatment, anointing, and rubbing with sand. The use of touch as a mode of healing is recorded in the writings of the hebrew and christian traditions
The ancient Mayan people of Central America, the Incas of South America, and other native people of the American continent "American Indians" also used methods of joint manipulation, massage therapy, and stone therapy.
Hippocrates of Cos (460 - 377 B.C.) was the first physician in Greek medicine to describe specifically the medical benefits of anointing and massage, along with the chemical properties of oils used for this purpose. He called his art Anatripsis. His methods survived virtually unchanged, well into the Middle Ages.
Claudius Galenus, or Galen if you will, (A.D. 129 - 199) also contributed much written material on early manual medicine, including many commentaries on Hippocrates' Methods.
Julius Caesar ( 100 - 44 B.C.) had himself "pinched all over" daily to relive his neuralgia and prevent epileptic attacks.
Aulus Cornelius Celsus ( 25 B.C. - A.D. 50 ) has been credited with compiling De Medicina, this is a series of eight books covering the body of medical knowledge of the day. Seven of these books deal extensively with prevention and therapeutics using rubbing, exercise, bathing and anointing.
On this topic I can go on and on so I will stick with the earliest known references. Although I will add one last thing.
During the Middle Ages massage was kept alive by the common people, to become a part of folk culture. In this form, massage was an important part of the healing tradition of the Slavs, Finns, and Swedes. As massage was integrated into the health practices of the common people, it was often associated with the supernatural and observances. Practitioners of folk medicine were often persecuted, with the Church claiming that the practitioner's healing powers came from the Devil.
It wasn't until the sixteenth century that massage regained its prestige in Europe.
