Egyptian men and women used to outline their eyes with a powder called kohl - which is the same substance used in some eyeliner pencils today. Most ancient cultures used some form of cosmetic pigment around the eye area though, so it's difficult to say where the concept first came from.

1) "Eyeliner was first used in Ancient Egypt and Mesopotamia as a dark black line around the eyes. It was then often used by Arab women." Source and further information: http://en.wikipedia.org/wiki/Eyeliner 2) "As early as 10,000 BCE, men and women used scented oils and ointments to clean and soften their skin and mask body odor. Dyes and paints were used to color the skin, body and hair. They rouged their lips and cheeks, stained their nails with henna, and lined their eyes and eyebrows heavily with kohl. Kohl was a dark-colored powder made of crushed antimony, burnt almonds, lead, oxidized copper, ochre, ash, malachite, chrysocolla (a blue-green copper ore) or any combination thereof. (Cohen) It was applied with a small stick. The upper and lower eyelids were painted in a line that extended to the sides of the face for an almond effect. In addition to reducing sun glare, it was believed that kohl eyeliner could restore poor eyesight and reduce eye infection. (ED 370) Kohl was kept in a small, flat-bottomed pot with a wide, tiny rim and a flat, disk-shaped lid. (Carnegie Museum) " Source and further information: http://www.cyonic-nemeton.com/Cosmetics.html