Czars or tsars as they are generally related to the Federal Government of the United States have a long and rather confusing history.
Since George Washington became the first United States President the use of 'special advisors' to the president have been utilized by the office.
These advisors have always been appointed directly by the presidents and are accountable to that office solely.
These appointees are not the same as presidential cabinet members. Cabinet appointees are vetted, take an oath, and are accountable to someone other than the president.

The term "Czar" as it is used in conection to the United States political structure is an informal, media-created term used to refer to certain high-level executive branch officials.There has never been any U.S. government office with the offical title "czar".
More specifically, a czar refers to a sub-cabinet level advisor within the executive branch of the U.S. government.

The "czars" have had and have various titles, although rarely used by the media when refering to these presidential appointees, (such as advisor, director, administrator, or diplomatic envoy).They advise, direct or oversee operations on a given topic or coordinate policies between different departments on a given topic.

As often happens with the creation of a new administration post, that title has quickly morphed to the word czar.
It's a title with a long history in American politics. As far as i can tell, Nicholas Biddle emerged as the first U.S. czar in 1832. "Czar Nicholas", as he was known, directed the second bank of the United States.

The earliest known common use of the term for U.S. government officials was in the administration of Franklin Roosevelt (1933-1945), during which twelve positions were so described.

Ironically the term "Drug Czar" was coined during the Reagan administration by the now Vice President Joe Biden, who at the time was Senator Joe Biden of Delaware.
Biden was quoted as saying, " we needed to have a “drug czar” to oversee these operations." in reference to when the Reagan Administration's Justice Department introduced a plan to spend up to $200 million for anti-drug enforcement efforts.
Senator Biden made this statement to the New York Times during an interview in 1982.
The media picked up the coined word "czar" at that time and it has been in common use since, with regards to these presidential appointed 'advisors'.

http://tarpon.files.wordpress.com/2009/08/fishyaffairs__cb0810wj20090810044756.jpg

Critics who charge that czars are unconstitutional ground their complaints in Article II, Section 2 of the U.S. Constitution, which states that the President may nominate "other public Ministers … by and with the Advice and Consent of the Senate." Based on their interpretation of that language, these critics argue that czars should be subject to Senate confirmation.

Even though the appointment of special advisors/ czars/consultants/etc is by no means a new or unique pratice by our current president: Barrack Obama, there has been a great deal of controversy over some of his appointees recently.

http://frontpage.americandaughter.com/wp-content/uploads/2009/08/czars.jpg

The resulting controversy of current events surrounding the credibility of these appointees is leading to much discussion as to the vetting process and the constitutional legality of such appointments.
The outcome is a matter that only the future will reveal.

http://www.youtube.com/watch?v=NWT7pTcNzb8

This answer does not necessarily reflect my personal political views.

There’s a drug czar, a U.S. border czar, an urban czar, a regulatory czar, a stimulus accountability czar, an Iran czar, a Middle East czar, a cyber czar, a Great Lakes czar, a health czar, an energy czar, a car czar, a bank bailout czar and a czar for both Afghanistan and Pakistan.

It used to be that the term “czar” was a political insult in American politics—but nowadays we like authoritative leaders who will make everything comfy and safe—and care little about quaint legal technicalities.

Richard Nixon, the first president to be openly antagonistic toward the constitution, started the American Czar movement.

Certainly one of the earliest known occurrences of the political use of the term “czar” in a derogatory manner was when the “Washington Globe” publisher Frank Blair referred to Nicholas Biddle as Czar Nicholas. Nicholas Biddle was the president of Second bank of America and favored a strong federal control over banking. Biddle became an outspoken critic of President Andrew Jackson and opposed him on several important and public issues. Frank Blair was a supporter of Andrew Jackson and an enemy of Nicholas Biddle. In 1832, Czar Nicolas I was the Czar of Russia, a hated despot who ruled against the will and best interest of the Russian people.

Andrew Johnson was accused of being the “Czar uv all the Amerikas” for his alleged mishandling of reconstruction following the Civil War, and Speaker of the House Thomas Reed was heckled by opponents yelling “czar” (how rude) when he successfully lead an attempt to change a favorite minority vote-stalling tactic in 1890.

As interesting as these three examples may be, they had little effect on the current use of the term czar in American politics, as the term was entirely aimed at leaders who wielded power in an unpopular fashion, and nothing at all to do with Presidential appointees. Calling opponents czars lost much of it’s sting after the real life czars of Russia fell from power and were replaced by communist leaders in 1917 and following.

The real history of modern day czars in America seems to have begun with Franklin D. Roosevelt. FDR had a reputation as a reorganizer of government even as governor of New York. In New York, and later in Washington, he used reorganization to overcome inefficiencies and deficiencies in government organization, and he was very effective. Some would undoubtedly say that reorganization of government was the most important tool FDR used to lead the country out of the great depression and through WWII.

Roosevelt introduced legislation in 1939 (Reorganization Act of 1939) that led to the establishment of the Executive Office of the President. The rules of this office allow presidents to create (often by executive order) “councils”, and allow them to appoint directors without having congressional approval of their appointments. Add freedom from ongoing congressional oversight and policy making authority for the directors, and you create the most significant change to ever touch the federal government. There was tremendous opposition to this new direction of government, and this opposition still remains today but FDR is universally accepted as the perhaps the strongest president in American history. He may have been the only president with the clout to hit this one out of the park.

Very shortly after the passage of the act, Roosevelt began to use his new tools to create and staff new federal offices, nearly all of them concerned with WWII.

It was not long before the press began to refer to these positions as czars, powerful positions that are neither elected by the people nor accountable to congress, yet possessing the authority to make policy for the government of the United states of America.

Three of the early czars are these:
1. Czar of prices, Leon Henderson: appointed to lead the new “Office of Price Administration”. This was to control run away pricing during the defense boom. http://history.sandiego.edu/gen/newsreels/52.html
2. Czar of production, Donald Nelson. “Donald Nelson had full power to convert U.S. factories to war, build new plants, gather up the nation's raw materials. Most important, he could allocate the materials as he saw fit among Army, Navy, Maritime Commission, Lend-Lease, civilians.” http://www.time.com/time/magazine/article/0,9171,773312,00.html
3. Czar of ships, Emory S. Land. “There is established within the Office for Emergency Management of the Executive Office of the President a War Shipping Administration under the direction of an Administrator who shall be appointed by and responsible to the President.”http://www.usmm.org/fdr/wsalaw.html

Note this great cartoon calling these three czars.

http://popartmachine.com/item/pop_art/LOC+1000470

Leaving behind the Father of the Czars and his impact, here are a few notable Czars appointed after Roosevelt:

Truman had these two interesting czars:

1. Charles Luckman, food czar: Luckman was appointed to lead the Citizens Food Committee in 1947. Their goal? Feed starving Europe.
http://library.lmu.edu/specialcollections/CSLA_Research_Collection/Charles_Luckman_Papers/Charles_Luckman_Papers___Series_14.htm

2. Charles E. Wilson, Director, Office of Defense Mobilization 1950 preparing for the Korean war.

Lyndon Johnson may have appointed the first non-war related czar in Joseph Califano, Special Assistant to the President, domestic policy aide , 1965. “And Joe Califano, the jolly domestic czar for Lyndon Johnson, was in a state of near ecstasy helping to sculpt programs on housing, civil rights, health and education.”
http://www.time.com/time/magazine/article/0,9171,907663,00.html

This brings us to Nixon’s czar’s, whom we have been are comically told recently were ‘the first”.

1. Nixon’s Drug Czar, Jerome Jaffe, in 1971
2. Nixon’s Energy Czar, John A. Love , then William Simon 1973
http://www.reason.com/news/show/36081.html

Nearly every president has appointed czars, and there is extensive scholarly research in the political science field that has dissected those appointments in nearly every way imaginable. Unfortunately, it seems that research and historical accuracy nearly always takes a back seat to sensational snippets in this day of internet urgency.

An egg Czar was one of the first.

http://www.washingtonpost.com/wp-dyn/content/article/2008/12/26/AR2008122601132.html?wprss=rss_print%2Foutlook