The traditional festival of 'Raksha Bandhan' i.e. Rakhi dates back its origin about 6000 years ago during Aryans established first civilization. Due to diversity in many languages and cultures, the traditional customs & rituals to celebrate Rakhi festival differs from region to region across India.
There are many historical evidences exist in Indian history regarding celebration of Hindu festival of Raksha Bandhan.
For the protection of the Dharma on earth, Lord Krishna killed the devil King Shishupal. Lord Krishna was hurt in the war and left with bleeding finger. Seeing his bleeding finger, Draupadi had torn a strip of her saree and tied around his injured finger to stop the bleeding. Lord Krishna has valued to her concern and affection. He felt bounded by her sisterly love & compassion. He pledged to repay the debt of gratitude in her future. After many years, Pandavas lost their wife Draupadi in the game of dice to crooked Kauravas. They had attempted to remove the saree of Draupadi that was the time when Lord Krishna protected the dignity of Draupadi through his divine powers.
Mahabali, the demon king was a staunch devotee of Lord Vishnu. Due to his immense devotion, Lord Vishnu took the responsibility to protect Bali's Kingdom leaving his normal dwelling place in Vikundam. The wife of Lord Vishnu i.e. Goddess Lakshmi became very sad. She wanted to stay with her husband Lord Vishnu. So she went to King Bali in disguise of as a Brahmin woman and taken refuge in his castle. She tied Rakhi on King Bali's wrist on the full moon day called Shravana Purnima. Later Goddess Lakshmi revealed who she was actually and why she had come. The king was moved by her and Lord Vishnu's good will and affection for him & his family. Bali requested Lord Vishnu to accompany his wife to Vaikuntam. It is believed that since that day onwards it has become a custom to invite one’s sister on Shravana Purnima to tie auspicious thread of Rakhi or Raksha Bandhan.
The story of Rajputana Rani Karnavati and Mughal Emperor Humayun is the most popular evidence in the history. In the medieval era, Rajputs were fighting & protecting their Kingdom from Muslim invasions. Since those times, Raksha Bandhan means the commitment and protection of one’s sister was the foremost. Rani Karnawati was the widowed queen of the king of Chittor. She realised that she could not be able to protect her Kingdom from the invasion of the Sultan of Gujarat, Bahadur Shah. She sent a Rakhi thread to Mughal Emperor Humayun. The Emperor was overwhelmed by the gesture and started off towards Chittor with his troops without wasting time.
One of the oldest references to the History of Rakhi festival goes back to 300 B.C. during the time when India was invaded by Alexander. It is believed that the great conqueror, King Alexander of Macedonia was wavered by experiencing the fury of the Indian King Puru in his first attempt of defense. On seeing her’s husband plight, Alexander's wife, who had been aware of Rakhi festival, approached King Puru. King Puru accepted her as his Rakhi sister and he refrained from war against Alexander.