This is really farfetched, but I did find a reference, in a congressional hearing from 1942, with the phrase “the whole nine yards.”
From “Investigation of the National Defense Program: Hearings Before a Special Committee Investigating the National Defense Program, United States Senate, Seventy-Seventh Congress, First Session–Eightieth Congress, First Session,” which may be found in text form here: Full text of "Investigation of the national defense program. Hearings before a Special Committee Investigating the National Defense Program, United States Senate, Seventy-Seventh Congress, first session--Eightieth Congress, first session. S. Res. 71". The relevant text is as follows:
5192 INVESTIGATION OF THE NATIONAL DEFENSE PROGRAM
Admiral Vickery. Yes, sir.
Senator Burton. So that you have involved here a tremendous ex-
pansion in production, and you are shooting for a 50-percent increase
or more than a 50-percent increase in seven out of nine plants.
Admiral Vickery. That is right, and they have got to make that to
hit the schedules.
Admiral Land. You have to increase from 7.72 to 12 for the average
at the bottom of that fifth column, for the whole nine yards.
Senator Burton. That is pretty nearly twice.
Admiral Vickery. That is what we have got to do.
The topic under discussion seems to be output from naval shipyards, nine of which were producing Liberty ships. Whether this is the source of the idiom, I don’t know; it meets both the idiomatic sense, as well as a literal interpretation. It seems a bit obscure for a likely source of the phrase, but if nothing else, it tosses in yet another definition of “yard”…
The earliest reference I can find to a clear idiomatic use is from page 41 of Michigan’s Voices: A Literary Quarterly & Arts Magazine, 1960 v. 2:
“…status as a college professor and the whole nine yards…”
This is arguably earlier than “the 1960’s”, as 1960 is, to be pedantic about things, the last year of the 1950s, since people (other than computer programmers) tend to start counting with 1, not 0.
–scot