Current theories hold that all chile peppers originated in central Bolivia, South America. Some species drifted to the Andes mountains of Chile and Peru. Others moved south into southern Bolivia and southern South America. Other species migrated into the Amazon basin and into Central America and Mexico.
All chile peppers come from the Americas. Columbus "discovered" them in the West Indies and brought them back to Europe where they eventually spread to the rest of the world.
Tidbits
The Scoville Unit is the measurement of heat in a pepper or sauce. It is named after a chemist in the early nineteen hundreds by the name of Wilbur Scoville. While working for a pharmaceutical company, he decided to devise a scale of heat for chile peppers.