First on the list: sugar. Here's a graph of refined sugar consumption in the U.K. from 1815 to 1955, from the book The Saccharine Disease, by Dr. T. L. Cleave. Sugar consumption increased dramatically in the U.K. over this time period, reaching near-modern levels by the turn of the century, and continuing to increase after that except during the wars:
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Hydrogenated fat is the next suspect. I don't have any graphs to present, because no one has systematically tracked hydrogenated fat consumption in the U.S. or U.K. to my knowledge. However, it was first marketed in the U.S. by Procter & Gamble under the brand name Crisco in 1911. Crisco stands for "crystallized cottonseed oil", and involves taking an industrial waste oil (from cotton seeds) and chemically treating it using high temperature, a nickel catalyst and hydrogen gas (see this post for more information). Hydrogenated fats for human consumption hit markets in the U.K. around 1920. Here's what Dr. Robert Finlayson had to say about margarine in his paper "Ischaemic Heart Disease, Aortic Aneurysms, and Atherosclerosis in the City of London, 1868-1982":
...between 1909-13 and 1924-28, margarine consumption showed the highest percentage increase, whilst that of eggs only increased slightly and that of butter remained unchanged. Between 1928 and 1934, margarine consumption fell by one-third, while butter consumption increased by 57 percent: and increase that coincided with a fall of 48 percent in its price. Subsequently, margarine sales have burgeoned, and if one is correct in stating that the coronary heart disease epidemic started in the second decade of this century, then the concept of hydrogenated margarines as an important aetiological factor, so strongly advocated by Martin, may merit more consideration than hitherto.Partially hydrogenated oils contain trans fat, which is truly new to the human diet, with the exception of small amounts found in ruminant fats including butter. But for the most part, natural trans fats are not the same as industrial trans fats, and in fact some of them, such as conjugated linoleic acid (CLA), may be beneficial. To my knowledge, no one has discovered health benefits of industrial trans fats. To the contrary, compared to butter, they shrink LDL size. They also inhibit enzymes that the body uses to make a diverse class of signaling compounds known as eicosanoids. Trans fat consumption associates very strongly with the risk of heart attack in observational studies. Which is ironic, because hydrogenated fats were originally marketed as a healthier alternative to animal fats. In 2009, even the staunchest opponents of animal fats have to admit that they're healthier than hydrogenated fat.
The rise of cigarettes was a major change that probably contributed massively to the CHD epidemic. They were introduced just after the turn of the century in the U.S. and U.K., and rapidly became fashionable (source):
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Smoking is a powerful factor, but it doesn't explain everything. How is it that the Kitavans of Papua New Guinea, more than 3/4 of whom smoke cigarettes, have an undetectable incidence of heart attack and stroke? Why do the French and the Japanese, who smoke like chimneys (at least until recently), have the two lowest heart attack death rates of all the affluent nations? There's clearly another factor involved that trumps cigarette smoke.