Unlike most observance of the Church Year, whose origins are lost in the mists of time, Christ the King is an observance whose origin you can date on the calendar. The festival was first announced by Pope Pius XI in 1925. Pius came to the throne of St. Peter at a very difficult time for the Catholic Church. It was a time marked by unbridled capitalism, labor and social unrest, the rise of Fascism, Nazism, and Communism, and worst of all, at time when people questioned the Church's authority like never before. To try to get a handle on all of this, Pius concocted Christ the King as a festival dedicated to the rule of Christ (and probably not coincidentally, Christ's Vicar, which as Pope, Pius claimed to be) and as bulwark against what Pius saw as the three terrors of socialism, communism, and democracy.
For the next 40 years Christ the King was a purely Catholic observance, and it might have stayed that way, had it not been for a little thing called the Second Vatican Council. The Second Vatican Council, or Vatican II, as its friends call it, was called by Pope John XXIII in 1962 for the purpose of "updating" the Catholic Church. It was also the first Council that welcomed schismatics and heretics, that is Protestants. Not as participants, of course, since they were all a bunch of splitters, but as long as they kept quiet and didn't make trouble, Protestants were allowed to sit in the back and watch. Which many of them did. In fact, between the Catholics who had to be there and the Protestants who had come for the show, Vatican II attracted quite a crowd, but since Michaelangelo had designed St. Peter's Basilica to be, well, roomy, you might say, there was space for everyone.
One of the things on the agenda at Vatican was the reform of the Catholic liturgy, which just impressed the sock off the Protestant liturgical scholars who were there, and who promptly decided that their churches could do with a little updating as well. What emerged from all this interest was the ecumenical liturgical movement which tried to get all Christians on the same page when it came to worship. This generation of scholars was an energetic and determined bunch, (as I know this from personal experience, since at once time or another I've studied with a number of them) and they were surprising successful at getting their various denominations to bring their worship books in order with what they thought was the ecumenical pattern of worship. One of their achievements was getting Protestants to observe more of the Church Year (prior to this, for most Protestants the Church Year was pretty much Christmas and Easter) and one of the days they managed to get on the calendar (and drill into their students) was Christ the King.
Although today, while lots of Protestants observe Christ the King, they don't make much of a big deal about it. Communism and socialism don't seem to be much a threat anymore, and as for democracy, we by and large like it just fine, thank you very much. Mostly it serves as a chance for ministers to remind their congregations that the Church Year has come to an end, and as a final sort of way station until Advent.
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