The most popular theory is that the sandwich first appeared in 1894 at the famous Saratoga Club-House (an exclusive gentlemen only gambling house in upstate Saratoga Springs, New York) where the potato chips was born. There are some wonderful variations to be found here on food.com
Club Sandwich - Toast a slice of bread evenly and lightly butter it. On one half put, first, a thin slice of bacon which has been broiled till dry and tender, next a slice of the white meat of either turkey or chicken. Over one half of this place a circle cut from a ripe tomato and over the other half a tender leaf of lettuce. Cover these with a generous layer of mayonnaise, and complete this delicious "whole meal" sandwich with the remaining piece of toast.
Club Sandwiches-aussie Style
Cobb Club Sandwiches
Victory's Triple Decker Club Sandwich
The classic ingredients for a club sandwich are turkey, bacon, lettuce, tomato, and mayonnaise.
Other common club sandwiches generally vary the bottom layer, for example a "chicken club" or a "roast beef club". Variations might include ham (instead of bacon) and/or additional cheese slices. As with a BLT sandwich, the club sandwich is usually served on toasted bread. Mayonnaise and mustard and sometimes honey mustard are common condiments.
Salmon Club Sandwich
Italian Club Sandwich
Tailgate Club Sandwich
Light Toasty Turkey Club Sandwich
Classic Club Sandwiches
Club Sandwiches
Spicy Chicken Club Sandwich
Grilled Vegetarian Club Sandwich
Italian Club Sandwiches
River Market Club Sandwich
The sandwich is commonly served with a side portion of either coleslaw, or potato salad, and often accompanied by a pickle. The coleslaw or potato salad is often reduced to a "garnish" portion, when the primary side item is an order of French fries or potato chips.
I expect that all of you have great filling ideas so come on and share them with us!