Patricia T. O’Conner and Stewart Kellarman deconstruct common myths about grammar:

[P]erhaps the biggest grammar myth of all is the infamous taboo against splitting an infinitive, as in “to boldly go.” The truth is that you can’t split an infinitive: Since “to” isn’t part of the infinitive, there’s nothing to split. Great writers—including Chaucer, Shakespeare, Donne and Wordsworth—have been inserting adverbs between “to” and infinitives since the 1200s.

Where these supposed rules come from:

For some of them, we can blame misguided Latinists who tried to impose the rules of their favorite language on English. Anglican bishop Robert Lowth popularized the prohibition against ending a sentence with a preposition in his 1762 book, A Short Introduction to English Grammar; while Henry Alford, a dean of Canterbury Cathedral, was principally responsible for the infinitive taboo, with his publication of A Plea for the Queen’s English in 1864.

In Latin, sentences don’t end in prepositions, and an infinitive is one word that can’t be divided. But in a Germanic language like English, as linguists have pointed out, it’s perfectly normal to end a sentence with a preposition and has been since Anglo-Saxon times. And in English, an infinitive is also one word. The “to” is merely a prepositional marker. That’s why it’s so natural to let English adverbs fall where they may, sometimes between “to” and a verb.