From the Augusta Chronicle (inter alia):

According to food historians, cheesecake probably originated in 776 B.C. when it was served to athletes at the Olympic games.

... an interweb source fills in the details (such as they are):

If you thought that cheesecake was a recent creation, then you're wrong. The origin of the cake is believed to have originated in ancient Greece. History has the first recorded mention of cheesecake, as being served to the athletes during the first Olympic Games held in 776 BC. The recipe consisted of crushed cheese, wheat flour and one egg. It's not quite the recipe of modern cakes today, but a cheesecake none the less.

... not much development, really, from the first time we noted this claim back in 2003 (scroll down); still haven't found a source for the claim.