Created by Dr. Light, the first Robot Master was Proto Man, followed by more successful household robots - Rock and Roll.
Depending on the story, Dr. Light would create six new industrial robots (with colleague Dr. Wily) to better humanity. These robots would get the designation DLN (Doctor Light Number). Wily would reprogram the robots to cause destruction, and Light was forced to turn Rock in to a battle robot - Mega Man.
The later robots would be created by Dr. Wily for more sinister purposes, being designated DWN (Doctor Wily Number). Others would be created by Dr. Cossack and designated DCN (manga only). While in standard continuity they were created by Cossack, Wily had altered them and changed their designations.
Wily has also created other series of Robot Masters, including the MKN (Mega Man Killer Number) and WWN (Wily Wars Number) robots.
Wily would also create Bass, labeled SWN (Special Wily Number), who would be the only robot of his class.