The Milky Way, manufactured by Mars, Inc., was the first candy bar with filling. Created in 1923 by Frank Mars, the Milky Way has caramel nougat surrounded by a milk chocolate shell. In the 1920s, Milky Ways sold for a nickel.

According to the Milky Way website, Milky Way Brand Fun Size candy bars were designed for kids to take to school and as a mid-day or after-dinner snack. One Milky Way Fun Size bar contains 75 calories, of which 50 calories are from fat. There are two candy bars in a 150-calorie serving. Each serving has 6 grams of fat, 5 milligrams of cholesterol and 24 grams of carbohydrates.

According to the March 2012 issue of the "American Journal of Clinical Nutrition," chocolate's main ingredient, cocoa, may reduce your risk of developing heart disease. Chemicals in cocoa beans, called flavonols, are believed to help protect cells in the body and lower blood pressure. On the other hand, a Milky Way is a candy bar with at least 20 grams of sugar and 20 percent of your recommended daily allowance of saturated fat that should be enjoyed in moderation.

Milky Way filling, known as nougat, is a combination of whipped egg whites and syrup. Original Milky Way bars have a caramel and vanilla-flavored nougat while Milky Way Midnight’s nougat is vanilla flavored.