Alabama gets credit for the creation of the orange roll. Exactly where and when they were originally made is up for debate. Some say orange cinnamon rolls were first served at a restaurant called All Steak in Cullman, Alabama in the 1960s. The sweet bread became even more famous with the introduction of Pillsbury Orange Rolls in the 1970s. The refrigerated tubes of dough are a popular way to make an easy and quick breakfast. But in my opinion, the homemade version always tastes so much better.