Origins of Theatre
Greek Theatre (PBS) http://www.pbs.org/empires/thegreeks/background/24a_p1.html
Holistic Theatre (Ronald W. Vince) http://books.google.com/books?id=5uM3qSQikdIC&pg=PA14&lpg=PA14&dq=origins+of+theatre+egypt&source=bl&ots=Ct-f-c7BKQ&sig=WZYzrdV6Z4zwTeDtMQmagDH0cJ4&hl=en&ei=5IfnSs2fIoKcswPS6qiqBQ&sa=X&oi=book_result&ct=result&resnum=4&ved=0CBMQ6AEwAw#v=onepage&q=&f=false
(Sorry for the super-long Hyperlink)
Both sources cite the difficulty of nailing down how theatre started because it is so broadly defined, and existing records are hard to find. PBS focuses extensivley on th evolution of Greek drama. It all started with the worship of Dionysus, the god of wine, and one of the twelve olympians. Vince uses a more holistic interpretaion of the begining centuries of theatre. His writing is peppered with quotes and citations from other sources. Vince also talks about the reasons behind theatre, and why we even do it.