Origin. The Bifrost was built by an unnamed wizard who was studying traveling across planes.

Who rebuilt the Bifrost?

Thor: The Dark World Prelude

After Thor returned to Asgard with Loki and the Tesseract, he and Heimdall used the Tesseract's power to rebuild the Bifrost.

Where did the Bifrost come from?

Not to be confused with the Rainbow Bridge, the Bifrost is the portal generated from Himinbjorg that allows for transport between the Nine Realms. However, Thor once described the Bifrost as a "rainbow bridge," due to the prismatic energy of the Bifrost resembling a rainbow.