Prior to the 20th Century, cosmology was the study of objects in the universe, not the physics of the universe as a whole. In this talk I will briefly review the development of cosmology in the first half of the 20th Century. I will then discuss the discovery of the Cosmic Microwave Background Radiation by Arno and me at Bell Labs and several near misses which preceded us. I will close with an overview of the current understanding of our universe.