The first Advent calendars, as we would recognise them, were made in the middle of the 19th century, But before that, German Lutherans were already counting down the days to Christmas, as they had done since at least the beginning of the century, by some physical means. In some households this meant lighting a new candle each day or hanging up a religious image in their house, but could be something as simple (and cost-free) as marking a line in chalk on the door of the house. If candles were used, they were mounted on a device called an Advent clock.
The first recognisable Advent calendar, however, didn’t appear until 1851, and even then it was a handmade creation. There is some debate as to when the first printed calendar appeared. Some say that it was printed in 1902 or 1903, in Hamburg, Germany; others that it did not appear until 1908 and that it was the creation of one Gerhard Lang, a printer from Munich.
What is Myrrh Anyway? Everything You Always Wanted to Know About Christmas, published in the US as Christmas Miscellany.