This has been inexplicably bugging me for a day and a half.
Is there a factual answer?
MODERATOR COMMENT: Please be aware that this thread is from 2005, revived in May 2012 in Post #15, and again in Feb 2013 in Post #33, and most recently in June 2014 in Post #48. That’s OK, we don’t mind resurrection of threads to add new information, but I don’t want someone drumming up a comment to something posted nine years ago and expecting a response… – CKDH
Okay, I know I first heard it in one of the stoner comedies. Maybe “Bill and Ted’s Great Adventure.”
I recall a comedian who had a whole bit around it as a repeated catchphrase about 10-15 years ago (no, not Stephen Wright), but I can’t find anything about it.
First Usenet posting is 1987.
WAG but it sounds soooo Seinfeld.
I swear I remember hearing it on “Get Smart” back in the 60’s.
Maybe I just dreamed it.
In the mid-to-late 1980’s, Time-Life books ran a series on the unexplained. This became a running joke at the time as an indirect parady of their ads. - Jinx
Yes, that’s the first time I heard it. They’d list a couple of similar-sounding “supernatural” events and then say, “Coincidence? Read the book!”
Lots of folks began parodying them. “Coincidence? I think not!” was one.
My friends and I would say it differently: “Coincidence? Yes! That’s what coincidence means!”
The Time-Life book was from 1988.
I think that the Usenet posting from 1987, and another I just found from 1985 would indicate that Time-Life didn’t invent the phrase. They certainly may have been the vector that popularized it.
Thanks for your memories.
I had the same thought when I read the OP, before I saw your reply. Maybe there’s something to it!
I have no link, but I was reading some Arthur Conan Doyle recently and I think I remember Sherlock Holmes saying this, or something close to this, to Dr. John Watson.
You probably remember this:
“A coincidence! … The odds are enormous against its being coincidence. No figures could express them.”
from The Return of Sherlock Holmes, story The Adventure of the Second Stain.
Available online from Project Gutenberg: http://www.gutenberg.org/etext/108
There was a guy in high school with me who loved to say, “Coincidence? I don’t THINK so!” That would’ve been around '81-'82 or so. I never knew if he was riffing on something he’d heard elsewhere.
Heard the exact same phrase used by Norman in ‘It’s Your Move’ in 1984.
pravnik I recall a comedian who had a whole bit around it as a repeated catchphrase about 10-15 years ago (no, not Stephen Wright), but I can’t find anything about it.
He right. In the 80’s, there was a comic who used to play at the Comedy store in Hollywood who used that line as his tag line. I can’t remember his name either.
I also remember hearing this phrase from a stand-up comedian on MTV’s Half-Hour Comedy Hour sometime in the mid to late 80s. I don’t recall the name though.
And when I saw the thread, “Get Smart” was my first thought, independently of seeing your two responses.
What are the odds of the three of us having identical erroneous misrecollections about this – astronomical? Coincidence? I … 
Especially with it happening over 6 years apart.
Sadly, the OP will never know his thread has been resurrected.
Well, Maxwell Smart never worried about zombies… and with good reason! 