Pecan Divinity is most popular in the Southern region of the US although everyone thinks it is divine! It is believed to have originated in the early 1900s but it's current form is a result of a recipe from 1915. Stuckey's began making them in the 1930s.
The origins of the name are really not clear. The most popular theory is simply that when someone first tasted it they declared it to be "Divine." It appears that the name stuck.