It originated in San Francisco, along with the Bunny Hug and Texas Tommy and was also done on the Staten Island ferry boats in the 1900s.
It has been said that dancers John Jarrott and Louise Gruenning introduced this dance as well as the Turkey Trot at Ray Jones Café in Chicago, Illinois around 1909.
The Grizzly Bear was first introduced to Broadway audiences in the Ziegfeld Follies of 1910 by Fanny Brice.
It was reported that one of the reasons former President Woodrow Wilson's inaugural ball was cancelled was because of his "disapproval of such modern dances as the turkey trot, the grizzly bear and the bunny hug".
In fact, it is believed that the first introduction to the "general public" of the dance came about in the original "Broadway production of Over the River" in 1912.