In my opinion the "Nanny State" began with A. Lincoln.  I came to this idea from reading the book, "The REAL LINCOLN, A New Look at Abraham Lincoln, His Agenda, and an Unnecessary War" by Thomas J. DiLorenzo.  This book is a real eye-opener about A. Lincoln, the Civil War and Emancipation. 

Anyone interested in both politics and history will find this book to be extremely enlightening.  This administration was when the executive branch began to usurp authority and individual rights began to be diminish.