Jennifer 8. Lee has done the research and writes about it in the New York Times: Solving a Riddle Wrapped in a Mystery Inside a Cookie. The article tracks the fortune cookie's long path to glory as the widespread dessert of choice for Chinese restaurants in America.
This is a few months away, but if you dig the story of the fortune cookie, I highly recommend checking out The Fortune Cookie Chronicles
, Jennifer 8. Lee's cross-country road trip exploration of the ubiquity of America's favorite cuisine, Chinese food. I got my hands on an early copy, and it's a really interesting, fun read. It'll be out in stores in March. In the meantime, follow along with her blog here.