Probably around the start of civilization since it appears in the old testament to stone people for various crimes[1]. United States also had witch trials in the 1600s in Salem Massachusetts. Europe had theirs with the Catholic Church (sometimes even digging up heretics after they were dead to burn them[2]). Also for many years executions were public display in many European Countries as well as the earlier days of the United States. Pretty much every culture has had some sort of ritualized murder/executions (whether deemed legal by the state/tribe/official body or otherwise).
Human sacrifice is far more ancient than the modern state, coinciding with primitive religion. As sick as it may be, I think its primary purpose is in-group cohesion, regardless of the religious or political narrative pretext. A cadre who have knowingly committed murder together is one whose members will have strong bonds of loyalty to one another.
To question whether there's some lower level function to this behavior. If it's developing consistently, independently I would think there's some base, primal desire being satisfied through it.
[1] http://rationalwiki.org/wiki/Actions_punishable_by_death_in_...
[2] http://en.wikipedia.org/wiki/John_wycliffe