The ancient city of Um is where people first created golems. In the current day, priests generally condemn the building of golems -- creation of life, they say, is for the gods alone. However, in Um of very old, the priests and citizens took to the golem creation task with relish. They built thousands upon thousands of large golems, including golem "men" as well as golem horses, who were exclusively loyal to the gold-clad Umnian priests. Gold was so plentiful in Um that the golems themselves were made of pure gold.
Thus, in their golems the Umnians created an unlimited labor source and defense force. No one attacked Um for fear of their golems. No one in Um performed menial work, as the golems could perform almost every task.
Um was destroyed by a volcano, with all Umnian people and golems buried beneath the ash. Over the millennia, the golems fell deeper and deeper under the disc's surface, but they did not perish -- as golems neither breathe nor eat, mere burial could not "kill" them. Finally, though, as more and more of the Umnian golems succumbed to the intense pressure of the depths under the land, several of the remaining Umnian golems began to sing in search of help. Their song was heard and acted upon by the free golems of present-day Ankh-Morpork, who helped the Umnian golems dig out into the city... and the events of Making Money eventuated.
Almost too obvious to mention the ancient Roundworld city of Ur.