During the late Roman Republic and most of the Empire, the city of Rome would provide large amounts of grain to the landless poor. At first it began as a heavy subsidy, later it turned into a free dole to qualifying citizens.
In modern times, Otto von Bismarck is probably the first to implement a social welfare state in the German Empire about 50 years before the New Deal. His program focused on sickness insurance, accident insurance, disability insurance, and a retirement pension. This was mainly an attempt to keep the direction of change directly under the control of his conservative reform movement and take working class support away from more radical socialists.
Post WWI in Britain David Lloyd George was closely associated with introducing items liked the Unemployment Insurance Act of 1920 which expanded welfare payments to all professions etc. along with legislation aimed at subsidised housing, rent controls and other items which would be recognisable in a 'welfare state'.