We present a historical review of evidence for ongoing star formation in our Galaxy beginning with the discovery that interstellar space is not empty. The discoveries of interstellar dust, interstellar hydrogen and molecular clouds are reviewed. Observational investigations of dark clouds are then traced from the photographs of Edward Emerson Barnard to contemporary studies of their molecular constituents. A historical overview of observational evidence for new-born stars includes T-Tauri stars, young stellar clusters, sequential star birth and infrared stars beginning with Alfred Joy, Merle Walker, Becklin, and Neugebauer, and Adrian Blaauw and continuing to giant molecular clouds and IRAS. Theoretical studies of gravitational collapse and the early stages of stellar evolution are also placed within a historical context.