On September 16, 1933 the Albany Evening News of Albany, New York published a column called "As I Hear It" by "The Listener" which reported on the content of recently broadcast radio programs. The columnist stated that Alexander Woollcott could be heard on the WOKO radio station on Wednesday and Friday nights at 10:30 PM.

The program began with a cry of "Hear ye! Hear ye!" and the ringing of a bell according to "The Listener". Indeed, Woollcott's CBS radio show "The Town Crier" used precisely that introduction. Fortunately for 21st century researchers, the columnist decided to record some of the remarks made by Woollcott over the air:

Quoting Woollcott's story about Mr. Frank Rand of St. Louis who, in the interest of his girth, was lunching on bouillon cubes and undressed lettuce.

"Do you eat that stuff because you like it?" someone asked Rand.

"No, I hate it," he replied. "But it seems as if anything I like is either illegal or immoral or fattening."

Hence, the first known instance of the expression occurred in an anecdote told by Woollcott to his radio audience, and the words were credited to a person named Frank Rand. Top-notch researcher Suzanne Watkins identified "The Listener" as Mary A. O'Neill based on an engagement notice in the Albany Evening News in February 1934 that stated she was the writer of the "As I Hear It" column.

-Adam Miller
Folksinging.org