It can be argued that first rocket in history was a steam powered pigeon in 400 BCE. Around 1200 CE, the Chinese were using rocket powered weapons of war. Beginning around 1960, both the Americans and the Russians had major government funded scientific rocket and space exploration programs in place. Presently (2013), we're seeing an increasing involvement of privately funded rocket research.
Is it possible to report the funding for rocket research and/or construction by the three major sources: military, private and government?
Reference: Brief History of Rockets (NASA)