The song "Rudolph the Red-Nosed Reindeer" was written by Robert L. May and first published in 1939, but the story of Rudolph the Red-Nosed Reindeer has been around since the 1940s. It is believed that Rudolph was born in the late 1930s or early 1940s, making him a relatively young reindeer. However, his story has stood the test of time and he has become one of the most iconic and beloved reindeer of all time.