I was just watching the preview for Blue Velvet (1986) and heard Kyle McLachlan use the phrase: “That’s for me to know, and you to find out”.
I assume the phrase is probably older than that movie, but I can’t find anything on the internet saying when and where it originated.
Best Answer
Early Elephind newspaper database matches for the phrase
An Elephind newspaper database search turns up one stray instance of the expression from 1866 and one instance that appeared in four different newspapers from July through November 1895. Here are the seven earliest unique matches, in chronological order.
From "The Killing of John Counts, Alias Dawkins, a Freedman," in the [Columbia, South Carolina] Daily Phoenix (August 9, 1866):
From W.J. Lampton,"A Mountain Courtship: Just How Susan Stebbins Was Won by the Homliest Man on the Lick," in the Indianapolis [Indiana] News (July 5, 1895), reprinted from the New York Sun:
"'Who is it?' says I, watchin' the streaks uv a laugh 'round her mouth and eyes.
This same story (under the title "A Mountain Idyl") also ran in newspapers in Princeton, Minnesota (October 3, 1895), Des Moines, Iowa (October 11, 1895), and Grand Marais, Minnesota (November 9, 1895).
From W.T. Burrows, "Was Out of Balance," in the [Opelousas, Louisiana] St. Landry Clarion (August 4, 1900):
From Bide Dudley, "Real News About Real People," in the [New York] Evening World (April 7, 1921):
And from Max Shulman, "On Campus with Max Shulman," in the [Houston, Texas] Thresher (March 25, 1955):
Early Google Books database matches for the phrase
The earliest Google Books match for the phrase is from an unidentified story in Godey's Magazine (1881) [combined snippets]:
From unidentified court testimony in Documents [of the Massachusetts General Court] (1883) [combined snippets]:
And from an unidentified story in Munsey's Magazine (1921) [combined snippets]:
Conclusions
All of the examples cited above—which range in publication year from 1866 to 1955—use the phrase "that's for me to know and you to find out" (or a close variant) in a very modern way—as a snappy retort to someone who is being inappropriately nosy or who is simply being naturally curious but whose question has prompted a dismissive or teasing response from the speaker.
All of the nineteenth-century instances seem to be from the United States, which provides at least a circumstantial case for its having a U.S. origin. The 1866 instance is attributed to a black speaker, but the subsequent instances show no signs of involving African-American speakers.