Again, google books shows cites going back to the mid-19th century. It seems to have been a common phrase in academic and scholarly periodicals going back a century and a half ago.
I’m confused. Are you saying that the entire phrase “Coincidence? I think not.” appears in books and articles before, say, 1950? I think not.
Here you go. Early occurances are of the form “is it coincidence? i think not”. So slightly different then the OP, but its pretty clear the slightly shorter form must’ve come from the longer one (the 1912 book “Pearls of Wisdom” gives “A fluke! A Coincidence! I think not” which is almost exactly the phrase from the OP).
Perhaps in a cinema ?
My apologies. I was wrong.
And, just in case there are any newbies, or anyone who hasn’t read the whole thread, the OP died in 2007.
I asked some of my high school buddies, one of whom wrote (lightly edited):
*I tell you this because of your endless search for the truth. There was a school assembly and a magician performed. After what seemed like every trick where he picked the right card or did a mind-reading trick, he said the catchphrase, “Coincidence, I think not!”
After that, [our mutual friend] Tom thought it was so silly that he must have said “coincidence” 10 times or so in 45 minutes - then he started saying it as a parody for just about everything.*
Does this ring a bell? 7 people on Gilligan’s Island 7 people in the space shutllle coincidence I think not — 24 cans of beer in a case 24 hrs in a day Coincidence I Think Not – Satan and Santa they both spell their names a like ,both wear red and black and you never see them together Coincidence I Think Not – Lou Gehrig died of Lou Gehrigs Disease ,Coincidence I think not — I know this is a late post but it looked like no one has answered it and I just got here so here is my best guess – I think it was a comedian called The Todd ,Coincidence Maybe—
There’s that famous old joke about the day Descartes thought not, and look what happened to him.