In a supernova in the depths of space, long, long ago...
According to Tyson, author of Death by Black Hole and Other Cosmic Quandries, all gold on Earth started out in the center of a star; he says stars are "in the business of cosmic alchemy."

Click here to read and hear more about the fascinating origin of gold

For another small article, see also NASA's Picture of the day -- On the Origin of Gold.

(R. Nemiroff & J, Bonnell) -- Where did the gold in your jewelry originate? No one is completely sure. The relative average abundance in our Solar System appears higher than can be made in the early universe, in stars, and even in typical supernova explosions. Some astronomers have recently suggested that neutron-rich heavy elements such as gold might be most easily made in rare neutron-rich explosions such as the collision of neutron stars. Since neutron star collisions are also suggested as the origin of short duration gamma-ray bursts, it is possible that you already own a souvenir from one of the most powerful explosions in the universe.