Bullfighting traces its roots to prehistoric bull worship and sacrifice. The killing of the sacred bull (tauromachy) is the essential central iconic act of Mithras, which was commemorated in the mithraeum wherever Roman soldiers were stationed. Many of the oldest bullrings in Spain are located on the sites of, or adjacent to the locations of temples to Mithras.
Bullfighting is often linked to ancient Rome where, when many human-versus-animal events were held as a warm-up for gladiatorial sports. Alternatively, it may have been introduced into Hispania by the Moors in the 11th century, although there are theories that it was introduced into Hispania a millennium earlier by the Emperor Claudius when he instituted a short-lived ban on gladiatorial games, as a substitute for those combats. The latter theory was supported by Robert Graves. In its original Moorish and early Iberian form, the bull was fought from horseback using a javelin. (Picadors are the remnants of this tradition, but their role in the contest is now a relatively minor one limited to "preparing" the bull for the matador.) Bullfighting spread from Spain to its Central and South American colonies, and in the 19th century to France, where it developed into a distinctive form in its own right.
Source:
http://en.wikipedia.org/wiki/Bullfighting