The Liturgy of the Palms on Palm Sunday is traced back to Jerusalem about 381 AD. The‘service was a reenactment of Jesus’ entry into Jerusalem. The people waved branches of palms and olives trees and shouted “Blessed is he who comes in the name of the Lord” and sang Psalm 118. This liturgy spread to Spain by the fifth century and from there to France (Gallican Rite) and England (Sarum Rite). Note that there is an intentional shift in the liturgy that goes from “Hosanna” to our Lord’s Passion, from joy to sobriety. The ones who cried “Hosanna” later cried “Crucify him” and in our unfaithfulness we share in that deed.
Thus we save our palms, form them into crosses and we burn them next year to make the ashes of Ash Wednesday thereby beginning Lent again.