It's part of the normal routine of every presidential election: on the last night of each party's convention, the presidential nominee leaves his (so far always "his") hotel, goes to the convention site, and delivers his acceptance speech. But it wasn't always that way.
From 1832 to 1928, it was standard procedure for candidates to stay away from conventions. I suppose it was part of the charade that one did not really campaign for president. Rather, one reluctantly gave in to the insistence of one's fellow countrymen that one's willingness to serve as president was vitally important to the country's future.
The convention appointed a committee to call on the candidate at his home, and officially inform him of the nomination. The candidate would give his acceptance speech, then and there.
Franklin Roosevelt, who defied many established customs, was the first nominee to make an acceptance speech at a convention, when the Democratic Party first nominated him for president, in 1932. He went to the Chicago convention via airplane from Albany, where he was based as governor of New York.
I'm not sure if that was the first time that a candidate flew on a plane during a campaign, but my guess is that it didn't become routine until at least the 1950s. Rail was the most common form of long-distance land travel. Harry Truman famously did his whistle-stop train tour during his 1948 campaign.
In unsuccessfully researching that question I came up with one odd tidbit. Ron Paul is supposedly the first presidential candidate with his own blimp!
The custom of appointing a committee to officially inform a candidate of his nomination continued on (as far as I know, it continues to this day) even after candidates became able to watch their nomination vote on live television.