Proof laws originated in England in the early 1600's when the gun maker's guild began to "prove" barrels in an organized way. They then used an old fashioned method known as bribery to get a Royal Charter that banned sales of guns not having the proper proof mark. The main problem was that the English gun makers were facing competition from Belgian makers, and the main idea was to keep out inferior foreign competition (of course to the English, any foreign product was, ipso facto inferior).
The idea was later adopted by other European countries, but the U.S. has never had a proof law or any legal standards for barrel proof. Most U.S. makers do prove their guns and mark them; but there is no law compelling them to do so. Winchester's WP; Colt's VP, and Remington's REP, as well as the military P are examples of private proof marks.
For the arms collector, proof marks can be used not only to show the country of origin of a gun, but sometimes where and when it was made or whether it might have been in another country. An example would be a Winchester rifle with British proof marks; it was certainly made in the U.S. but at some time it had been imported into the UK.