I'm watching the Olympic opening ceremonies on CBS and Bob Costas just said something that didn't make sense to me (which is really bad since I don't know history for shit). When the Renaissance portion had fireworks, he said that we must be going to the future because they didn't have pyrotechnics in the 15th and 16th century. Then, he added that he was just guessing.
Well, his guess looks like it was wrong. From my brief research, it looks like the Chinese had fireworks in the first and second centuries. The BBC notes that:
Fireworks made their way to Europe sometime in the 13th century. The popularity of fireworks grew, and by the early 1500s groups like the army were lighting them for special events.
The Italians were masters of fireworks through the 17th Century. Throughout Europe, Italian fireworks were used in religious festivals and other celebrations.