Not disputing the OED or tsuwm , would never dare!
The way I heard it, from my Dad, was that an American editor cabled Winston that many of his sentences ended with prepositions and asking the great man to re-work several sentences for the American edition of one of his books. Churchill then shot back a cable saying "That is a pedantry, up which I will not put."

That's the story going around the newspaper circles at the time. (late 1940s) I simply repeat it ... keeping myths alive is part of the High Priestess job isn't it??
wow