“Rocky Road” is a candy or an ice cream flavor of chocolate, marshmallows and nuts. Rocky Road was popularized in California, Oregon and Washington in the 1920s.
 
”Rocky Road A delightful combination of Milk Chocolate, Walnuts and Marshmallows”—the Rocky Road candy—was printed in the Petaluma (CA) Argus on August 27, 1920.
 
The Good Humor Ice Cream Company advertised a “Rocky Road” ice cream flavor in The Sunday Oregonian (Portland, OR) on April 28, 1929:
 
”“‘Rocky Road!’ We have combined the elements of that famous candy bar in this brick—large center layer of chocolate and diced marshmallows, two outer layers of pure vanilla.”
   
   
Wikipedia: Rocky road (ice cream)
Rocky road ice cream is a chocolate flavored ice cream. Though there are variations from the original flavor, it is traditionally composed of chocolate ice cream, nuts, and whole or diced marshmallows. According to one source, the flavor was created in March 1929 by William Dreyer in Oakland, California when he cut up walnuts and marshmallows with his wife’s sewing scissors and added them to his chocolate ice cream in a manner that reflected how his partner Joseph Edy’s chocolate candy creation incorporated walnuts and marshmallow pieces.[2] Later, the walnuts would be replaced by pieces of toasted almond. After the Wall Street Crash of 1929, Dreyer and Edy gave the flavor its current name “to give folks something to smile about in the midst of the Great Depression.” Alternatively, Fentons Creamery in Oakland claims that William Dreyer based his recipe on a Rocky Road-style ice cream flavor invented by his friend, Fentons’ George Farren, who blended his own Rocky Road-style candy bar into ice cream; however, Dreyer substituted almonds for walnuts.
 
The Ladies’ Auxiliary to Temple de Hirsch
Famous Cook Book
Compiled by Mrs. Sigismund Aronson, Mrs. Samuel Brown and Committee
Settle, Washington
First Edition, 1908
Revised Edition, 1916
Revised Edition, 1925
Pg. 372:
ROCKY ROAD
One package Baker’s dot chocolate, 1/2 pound marshmallows, 1/4 cup walnuts or burnt almonds.  Melt 1/2 of chocolate in double boiler, spread in buttered pan about 8 inches in diameter then put marshmallows close together on melted chocolate.  Put walnuts between marshmallows; melt rest of chocolate, spread on top; when cold cut in squares.
MRS. J. V. GRUNBAUM.
 
27 August 1920, Petaluma (CA) Argus, pg. 6, col. 5 ad:
Candy Special
Rocky Road
A delightful combination of Milk Chocolate, Walnuts and Marshmallows.
One-Fourth Pound
20c
(...)
Foster’s Candy Shop
 
15 June 1923, Seattle (WA) Daily Times, pg. 7, col. 1 ad:
Candy Shop Special
ROCKY ROAD, SPECIAL 50c POUND: A rich, mellow confection combining milk chocolate with roasted almonds and marshmallows.
(Frederick & Nelson department store.—ed.)
 
12 June 1925, Seattle (WA) Daily Times, pg. 7, col. 3 ad:
“Rocky Road” Candy
SPECIAL POUND 50c
RICH milk chocolate with fluffy marshmallows combine to make Rocky Road a delicious confection—from our own Candy Kitchen.
(Frederick & Nelson department store.—ed.)
 
9 December 1925, The Morning Oregonian (Portland, OR), “Household Problems” by Lilian Tingle, pg. 19, col. 3:
Dear Miss Tingle: Through your column would it be possible for you to tell me how Rocky Road candy is made? (...)  MRS. E.
Rocky Road. Melt good dipping chocolate over warm water, beat well, add as many marshmallows and nuts (in any preferred proportion) as the chocolate will hold, pour out quickly into a greased pan.
 
15 September 1926, The Morning Oregonian (Portland, OR), pg. 28, col. 1 ad:
Rocky Road 47c
Specially priced—delectable candy mixture of chocolate, marshmallow and walnuts meats. Our own make.
(Meier & Frank Co.—ed.)
 
12 September 1927, Los Angeles (CA) Times, “Noted Cookbook Out Soon: Mrs. Coolidge Among Contributors of Recipes to Be Sold to Promote Capitol Club Building,” pg. 2, col. 4:
Mrs. T. J. Geary, wife of former Representative Geary : (...) frozen rocky road, ...
   
28 April 1929, The Sunday Oregonian (Portland, OR), sec. 3, pg. 2, col. 4 ad:
“Rocky Road!”
We have combined the elements of that famous candy bar in this brick—large center layer of chocolate and diced marshmallows, two outer layers of pure vanilla.
GOOD HUMOR ICE CREAM CO.
 
3 November 1931, Seattle (WA) Daily Times, “What;s Good Today,” pg. 13, col. 1:
A brand-new concoction one bakery section has brought out is a luscious rocky-road cake. Yummiest milk chocolate icing combined with marshmallow and chopped almonds over devil’s food cake!
 
28 December 1932, Boston (MA) Globe, pg. 16, col. 4:
Rocky Road—In a double boiler melt 1/2 pound sweet chocolate, 1/4 pound of sweet bitter chocolate and 1/4 pound of cooking chocolate. Put double boiler over heat sufficient to keep water boiling and let stand 1/2 hour. Hen add 2 tablespoons of butter and stir until well blended. Add 1/2 pound walnut meats broken in pieces and 1/3 pound marshmallows cut in halves. Spread in an even thickness and score at once. The candy is at its best the following day.
Peter Pan
   
4 May 1933, San Luis Obispo (CA) Daily Telegram, pg. 8, col. 1 ad:
Delicious
ROCKY-ROAD
ICE CREAM
at
Dennis Dairy Lunch
984 Higuera St.
 
9 April 1934, Fresno (CA) Bee, pg. 8-A, col. 1 ad:
BEE COOKING SCHOOL
(...)
Rocky Road Ice Cream
 
12 December 1935, Bellingham (WA) Herald, pg. 7, col. 8 ad:
Rocky Road
Marshmallow
ICE CREAM
(...)
Cyr Bros. Dairy
 
15 September 1940, Los Angeles (CA) Times, pt. 1, pg. 6, col. 6:
ADOHR
Rocky Road
ICE CREAM