From Rinpoche's blog: http://tsemtulku.typepad.com/tsem-tulku-rinpoche/2010/03/various-aspects-of-tantra-by-his-holiness-kyabje-trijang-rinpoche--translated-by-gavin-kilty-prepared-by-michael-lewis-prin-1.html
The Origin of Tantra
The tantras were spoken by the Buddha himself in the form of his supreme manifestation as a monk, also as the great Vajradhara and in various manifestations of the central deity of specific mandalas. The great beings, Manjushri, Samantabhadra, Vajrapani and others, urged by the Buddha, also taught some tantras.
In terms of the four classes of tantra, the Kriya tantras were taught by the Buddha in the form of a monk, in the realm of the thirty-three gods on the summit of Mt. Meru, and in the human world where Manjushri and others were the chief hearers.
The Pung-Zang tantras were taught in the realm of Vajrapani. Others were taught by the teacher, Buddha himself, and with his blessings some were explained by Avalokiteshvara, Manjushri and Vajrapani while others were spoken by worldly gods.
The Carya tantras were also taught by the teacher Buddha in the form of his supreme manifestation in the celestial realms and in the realm called Base and Essence Adorned with Flowers.
The Yoga tantras were taught by the Enlightened One when he arose in the form of the central deity of each mandala in such places as the summit of Mt. Meru and in the fifth celestial realm of desire.
The Anuttara tantras were also taught by the Buddha. In the land of Ögyan the Buddha, having manifested the mandala of Guhyasamaja, taught King Indrabodhi this tantra. The Yamantaka tantras were taught by the teacher Buddha at the time of the subduing of the demonic forces and they were requested by either the consort of Yamantaka or by the consort of Kalacakra. The Hevajra tantra was taught by Lord Buddha when he arose in the form of Hevajra in the land of Madgadha at the time of destroying the four maras. The tantra was requested by Vajragarbha and by the consort of Hevajra. Having been requested by Vajra Yogini, the Buddha, in the manifestation as Heruka on the summit of Mt. Meru, taught the root tantra of Heruka and, when requested by Vajrapani, taught the explanatory tantra. As for the Kalacakra tantra, the mighty Buddha went south to the glorious shrine of Dharnacotaka and there, manifesting the mandala of the Dharmadhatu speech surmounted by the mandala of Kalacakra, taught this tantra to King Chandrabhadra and others. Although he appeared in many different manifestations, actually the tantras were taught by the enlightened teacher, Lord Buddha.
What happens during an initiation
In the initiations of each of the four classes of tantra there are many differences, some great and some small, and so therefore one initiation is not sufficient for all mandalas. At the time of initiation some fortunate and qualified disciples, when receiving the initiation from a qualified master, develop the wisdom of the initiation in their mind streams. Unless this happens, sitting in initiation rows and experiencing the initiations of the vase and water, etc. will implant instincts to listen to the Dharma but little else. An initiation is necessary to study tantra because if the secrets of tantra are explained to someone who has not received initiation, the guru commits the seventh tantric root downfall and the explanation will be of no benefit whatsoever to the mind of the disciple.
The relationship between Sutra and Tantra
Regarding renunciation and bodhicitta, there is no difference between Sutrayana and Tantrayana, but regarding conduct there is. Three kinds of conduct have been taught: the disciple who admires and has faith in the Hinayana should separate himself from all desires; the disciple who admires the Mahayana should traverse the stages and practice the perfections; while he who admires the deep teachings of tantra should work with the conduct of the path of desire.
From the point of view of the philosophy, there is no difference in emptiness as an object of cognition but there is a difference in the method of its realization.
In the sutra tradition the conscious mind engages in meditative equipoise on emptiness, while in tantra the innate wisdom, an extremely subtle mind, is involved and the difference therefore is great. The main practice of Sutrayana, engaging in the path as a cause to achieve the form body and wisdom body of a buddha, is the accumulation of wisdom and virtue for three countless eons and the accomplishment of one’s own buddhafields. Therefore, Sutrayana is known as the causal vehicle. In tantra one concentrates and meditates, even while still a beginner, on the four complete purities which are similar to the result—that is, the completely pure body, pure realm, pure possessions and pure deeds of an enlightened being. Thus tantra is known as the resultant vehicle.
The Four Traditions
As for the sutra tradition, the explanation of the Hinayana and Mahayana is the same in all the four great traditions. Also, as far as the preliminary practices are concerned, there are no differences apart from the names. In the Gelug tradition they are called the Stages of the Path of the Three Motives; in the Kargyü they are known as the Four Ways to Change the Mind; the Sakya refer to Separation from the Four Attachments; while the Dri-gung Kargyu speak of the Four Dharmas of Dag-pa and the Five of Dri-gung.
In tantra, the individual master’s way of leading the disciples on the path depends on his experience and the instructions of the tantric root texts, together with the commentaries of the great practitioners. These result in the entrance into practice being taught a little differently. However, all are the same in leading to the final attainment of the state of Vajradhara.
even if not documented in historical documents of other traditions, there is ample evidence and records that the Buddha himself taught Tantra as evident here in this blog post.