Not Much Changed
Cockroaches have been around for a very long time - since before the dinosaurs - and they have not changed very much. One can only conclude that they are doing something right!
Ancient cockroaches looked very much like this modern one, Macropanesthia rhinoceros.
© Natural History Museum, London. From the Encyclopedia of Life.
A Very Short Story About a Very Long Time
The Carboniferous, around 300 million years ago, is sometimes called the Age of Cockroaches because insects broadly resembling modern roaches flourished during that era. However, the first really modern roachy remains appear later, in the early to mid-Mesozoic, perhaps 200-180 million years ago. Modern cockroaches have changed little from those ancestors.
Insect fossils are relatively rare because they do not preserve as well as vertebrates. We do know that no fossil cockroaches found to date were any larger than the largest roaches today.
Termites may have evolved directly from cockroaches; they are now considered to belong in the same group, Dictyoptera, along with mantids. See the Roachy Relatives tab.
Still going ....