William James is considered by many the father of modern American psychology. In his main work, the monumental, two-volume "Principles of Psychology," James described psychology as a 'natural science,' and developed his ideas about perception, attention, reasoning, the stream of consciousness and emotion, among other subjects.
In studying the source of emotions, James claimed that, contrary to common sense, "we feel sorry because we cry, angry because we strike, afraid because we tremble." That is, according to the so-called 'peripheric' (or James-Lange) theory of emotions, a particular stimulus (a bear) elicits specific bodily responses (trembling, quickened heart-beats, shallow breathing); our feeling of those responses is what gives rise to the emotion (fear).
Although the original James-Lange theory is no longer considered accurate, its spirit survives in several of the current theories of emotion

Aristotle (384-322 B.C.)

Aristotle, together with his teacher Plato, is one of the most influential thinkers in Western culture. His works on Physics, Biology, Psychology, Ethics and Politics dominated those fields for almost two millennia. Furthermore, today's logic and scientific methodology are still, to a large extent, Aristotelian.
Aristotle saw emotions as an integral part of life. Emotions were distinguished from one another based on the person's belief. For instance, he defined fear as "a pain or disturbance due to a mental picture of some destructive or painful evil in the future," whereas anger was defined as "an impulse, accompanied by pain, to a conspicuous revenge for a conspicuous slight directed without justification towards what concerns oneself or towards what concerns one's friends."

Jean-Paul Sartre (1905-1980)

Sartre is, without doubt, one of the major exponents of Existentialism, whose basic thesis is that man's existence precedes his essence. That is, "there is no human nature (...) Man is nothing else but that which he makes of himself." Sartre's major work was Being and Nothingness (1943), although his philosophy is probably best elaborated in his literary works, such as The Wall, The Nausea, and the three-volume The Roads to Freedom. (Sartre was awarded the Nobel Prize in Literature in 1964, which he declined to accept, explaining that it would otherwise compromise his integrity as a writer.)
In his Outline, Sartre criticized psychological theories of emotion in their attempt to describe the essence by the mere accumulation of facts. The alternative, he proposed, is a phenomenological theory, that addresses the signification of emotions, which, in his view, are an attempt to magically transform the world by acting on ourselves. For example, "the true meaning of fear (...) is a consciousness which, through magical behavior, aims at denying an object of the external world, and which will go as far as to annihilate itself in order to annihilate the object with it."