Caesar dressing comes from Caesar salad, a popular item on many restaurant menus. You will hear two different stories about the origin of the name for Caesar salad. One story is that it was named for Julius Caesar. Another story is that Caesar Cardini, an Italian immigrant to the United States, developed the salad dressing in the 1920s for his restaurant in Tijuana, Mexico. Caesar salad dressing is made of oil, lemon juice, raw egg, parmesan cheese, herbs and spices. Some recipes contain anchovy filets, too.