According to the Lonely Planet guidebook, Turkish Delight was invented in the late 18th century by Ali Muhiddin. He reportedly wanted an alternative to hard candy and wanted something that would be easier to chew and swallow. The result, which he called rahat lokum ("the comfortable morsel"), was popular with the sultan and his family, and so became popular throughout Ottoman society.

Tip for those visiting Turkey: if you purchase Turkish Delight while you are still traveling and decide to eat some of it en route, bring a Ziploc bag to keep it in. The most common coating I found was powdered sugar - lots of it. If you aren't going to finish the whole thing before putting it back in your suitcase, the bag will keep the powdered sugar off whatever is in your luggage. It is possible to keep this from happening without a bag, but it's just safer that way.

Also, do not let anyone rip you off when purchasing Turkish Delight (or anything else). This is common in informal markets, including the popular Grand Bazaar in Istanbul - tourists are everywhere and easily recognizable, so vendors are likely to charge foreigner tax at every opportunity.

Turkish Delight can sometimes be purchased in the United States - I have seen it at CVS drugstores, but it was not specifically marked with the name "Turkish Delight" (and they certainly didn't call it lokum!).