Technically, marshmallows are a confection -- a candy. They've been around in the form we know them since the mid-1800s. Made from Cornstarch, Sugar, Gelatin, Corn Syrup and Vanilla extract. They are called "marshmallows" because part of the early recipe called for sap from the root of the marshmallow plant. Later, the root was replaced by gelatin, and that is how modern marshmallows are made.