The concept of space and the ponderable dynamical activity in space have a long history of development, going back centuries and millenia, and what is commonplace today should not be considered apriori obvious, however "obvious" it may seem now that it has been discovered and studied. The development of space physics over the centuries has followed close on the heels of the development of physics. With the fundamental laws of classical physics well in hand today, present space physics research aims at direct discovery of the diverse phenomena occurring in space, followed by sufficiently detailed quantitative study to understand how the effects follow from the basic principles of Newton, Maxwell, Boltzmann, et al. The pursuit of space physics often turns up new twists to the "old" physics of the terrestrial laboratory, made possible by the vastly greater dimensions of space. The present review traces the development of physics and its application to space physics from classical times to the early years of the space age, when direct in situ studies of space became possible.