Well, it exists now because people made the shit up, 200 years after they were supposed to have been a thing. The first historical reference to the iron maiden came long after the Middle Ages, in the late 1700s. German philosopher Johann Philipp Siebenkees wrote about the alleged execution of a coin-forger in 1515 by an iron maiden in the city of Nuremberg, which never happened. Around that time, iron maidens started popping up in museums around Europe and the United States. These included the Iron Maiden of Nuremberg, probably the most famous, which was built in the early 1800s and destroyed in an Allied bombing in 1944.