The history page of Trader Joe's website doesn't reveal much except that the company's been around since 1958 (when they were called Pronto Markets). I've always thought they began in southern California. In recent years Trader Joe's has expanded to the east coast, the Chicago area and--well here, look at the map. Trader Joe's is no longer California's own grocery chain.
The manager at my TJ's asked me not to take photos inside. He didn't mention it, but I know grocery stores are extremely competitive and he may have thought I was a spy for another chain. It's too bad, because every Trader Joe's store has the most wonderful, whimsical chalk signs listing specials, recipes and nutrition information. I wish I could show them to you!
Update: Ben Wideman alerted me to Wikipedia's entry about Trader Joe's, which says that the first store with the Trader Joe's name was the Pasadena store on Arroyo Parkway.