The first adventure games to appear were text adventures, which typically use a verb-noun parser to interact with the user. These were the first things to appear on mainframe computers after [Space War]?, evolving from early titles like Wump? and Adventure ([Wil Crowther]?, 1972; expanded by [Don Woods]? 1976-77) to the widely popular Zork series (1979-) which made its way onto the new Apple II as well as most of the other types of personal computers.
Adventure games blend very much into RPGs. Some companies that were important in bringing out text adventures were Adventure International, Infocom, [Level 9]?, and [Melbourne House]?.
Graphical adventure games were introduced by a new company called On-line systems, which later changed its name to [Sierra On-line]?. After the rudimentary [Mystery House]? (1980) they established themselves with the full adventure [King's Quest]? (1984), appearing on various systems, succeeded with a variety of strong titles. In 1987 a second major developer entered the field, Lucasarts?, with the release of Maniac Mansion that replaced the text-based parser with a point-and-click interface.
Another variety of adventure game is the action adventure, which as far as I can tell was introduced by Nintendo with the very nice title The Legend of Zelda (1985). In these, the player controls the character directly, but still gathers items and solves puzzles. Again, these are very close to RPGs.
Text adventures (aka Interactive Fiction)
Sierra adventures
Lucasarts adventures
Unclassified so far
More information about adventure games can be found in Adventureland, http://www.if-legends.org/~adventure/.