Where It Came From: Europe
...BUT WHY? They were good enough for your great aunt, and she was a queen.
Tracing their origin to the 16th century, fascinator hats are related to the feather-plumed hats associated with French Musketeers, English Cavaliers, and all sorts of European people that enslaved numerous minorities colonized other nations. Like how your girl steals all your best shirts, fashionable ladies started appropriating the caps of English Cavaliers. This evolved into the ornate wigs of the 17th Century, and then became associated with really formal attire during the Victorian era, where they'd be worn to the theater. More recently, they've garnered attention at the Royal Wedding, thanks in part to Princess Beatrice, who certainly made the view suck for whoever was stuck sitting behind her.