The first linking of the buns to Holy Week seems to date to the 1300's when Thomas Rodcliffe, a monk at St Alban's Abbey, began making buns similar to this and distributing them to the poor every Good Friday. The buns became inextricably linked to Easter in 1592 during the reign of Queen Elizabeth I when a decree was issued forbidding the sale of hot cross buns and any other spice breads except for Good Friday, Christmas, or for funerals. Those found flouting this law would have their hot cross buns seized and distributed to the poor. This ban apparently wasn't completely successful, as further measures were taken during the reign of James I to stop the sale of illicit- one might say, hot- cross buns. Yet another example of big government overreach; the State has no business grabbing its citizens' buns.
Of course, everyone knows the ditty "Hot Cross Buns" and this appears to have its origins in a call uttered by London street vendors, the earliest written record of which is found in the 1733 edition of Poor Robin's Almanac: "Good Friday comes this month, the old woman runs. With one or two a penny hot cross buns." The earliest published nursery rhyme/song version is found in Christmas Box, which is an English publication from 1798.