Anyone know where this expression came from?

A better place to ask word or phrase origin questions as at wordorigins.org, the word origin message board:

http://p066.ezboard.com/bwordoriginsorg

You do have to register to post.

Welcome, baltmann! Glad to have you. You might try
http://www.word-detective.com/index.html and
http://www.worldwidewords.org/index.htm also.

You may find others listed at:
http://maxqnz.com/References.html (Thank you again, Max; what a blessing that is.)