Cooma's first Show is thought to have been held in 1870 or '71, the main centre of the exhibition being held in what is now Centennial Park. In 1875 there was a desire to bring all sections and events to the same ground, and the venue was changed to the Police paddock, and this was the first Show run by the P & A Association.

In 1885 an area of five acres - originally part of the Common - was granted for the Show Ground (part of this land is now used as the Railway Goods Yard). A committee was formed to build a pavilion there and work started on the building in '86. But the railway was being extended to Cooma and the Show Ground was required for the railway station. So a new, 12-acre, site was found, and the Cooma Show Ground is still at that site today.

The railway arranged for the pavilion to be moved to the new site. The pavilion was the only building of any size in Cooma, and it was used for balls, concerts, skating, socials and so on, until it was destroyed by fire (following an 18th birthday party) in 1987.

The Cooma Show has varied in length from one to three days. At present it is run over the course of one day and evening.

The range of activities has changed over the years: As early as 1863, ploughing matches were held. Around the turn of the 20th century cycling races were included, and cars made their first appearance. A musical evening, to hear an Edison Theatre Phone recital, was held, and side shows appears for the first time.

The original section of the sheep shed was built in the early 1900s and is still in use. Prior to that time, the pavilion was used to house the sheep; one year 520 sheep entries were received, and not all the animals could be sheltered inside.

A view of the Cooma Show Grounds - showing the Grand Stand and the Multi Function Centre (which replaced the Pavilion) [The spires of St Paul's Anglican Church (left) and St Andrew's Uniting Church (right) are visible] Photo taken 16 July 2002