Humans have been having sex since we existed; it is biological instinct and the entire purpose of life. It was only in the 1940s though, that psychologists started to research sex and serious studies of the subject began.
Alfred Kinsey spent decades studying sex and in his time surveyed thousands of men and women about their various sexual habits and histories. He was one of the earliest to begin researching sex and wrote two books on the habits of men and women after discovering that what people actually like do and feel sexually is very different to what the public perception of this may be.
With humans continuously evolving it stands to reason sexual habits will change over time which is why we will probably continue to research sex for as long as we still do it.