French, "at the, to the," dative of the French definite article, from Old French al, contraction of a le, with -l- softened to -u-, as also poudre from pulverem, chaud from calidus, etc. This is from Latin ad illum, from ad "to" (see ad-) + accusative of ille "that."
It figures in expressions in cookery, etc., which have crossed the Channel since 18c., such as au revoir; au contraire, literally "on the contrary;" au gratin, literally "with scrapings;" au jus, literally "with the juice." The corresponding fem. is a la.