The story might have ended there if it hadn’t been for a passing cab driver who asked for the same thing, and after tasting it, told Olivieri to sell it instead of the dogs. Thus, the Philly cheesesteak was born, but it wasn’t until the 1940s when “Cocky Joe,” a manager at Pat’s King of Steaks, added some provolone cheese, creating the first authentic Philly cheesesteak.