Here’s what the lexicographers at Random House have to say:
http://www.randomhouse.com/wotd/?date=19971128
Basically:
WW II ammunition belts? Nope.
Men’s suits, women’s bridal gowns? Nope.
Sails and masts? Nope.
Cement mixers? Football games? Burial shrouds? Nope, nope, and nope.
Personally, I think the phrase originated with the classic Bruce Willis - guy from Friends movie. (Why can’t I remember his name?)
“The dawn of a new era is felt and not measured.” Walter Lord
OK, the real story [tongue firmly in cheek]:
Today, the central office of nationwide criminal investigation in Britain is Scotland Yard. But in the 18th Century, there were actually different “Yards,” or departments, which investigated criminals across county boundaries. These had nifty pseudo-regional names:
Wales Yard,
Strathclyde Yard,
Lancaster Yard,
Kent Yard,
Guernsey Yard,
Hebrides Yard,
Cornwall Yard,
Shetland Yard,
and, of course, after 1764, Quebec Yard.
When some particularly galling crime was pulled off, the king would call in the Minister of Apprehension, who would ask how many of the royal forces were to be put on the case; George III was known for growling, “Give me the whole Nine Yards!”
[/tongue firmly in cheek]
<font color="#802300">what’s sad is this; this story will actually enter the public consciousness and become a legend, even though I made up EVERYTHING IN IT.</font>
foolsguinea
A new world order has been formed/between the cheque book and the dawn/A new renaissance man is born"
Jim Moginie/Peter Garrett/Martin Rotsey (Midnight Oil), “Renaissance Man”
The Whole Nine Yards is a movie. Thanks to Hollywood for actually providing us with an answer. 
More plausibilities on “the whole nine yards” http://www.randomhouse.com/wotd/?date=19971128
Also, check this:
During WWII, there were nine naval shipyards (NY, Philadelphia, Long Beach, Pearl Harbor, etc etc.) When the Sec Nav issued an edict affecting all shipyards, it was entitled ‘to all nine Yards’; hence, the orignal expression was “all” nine yards, not the “whole” nine yards.
I’m beginning to think that it refers to the cubic measurement of fertilizer being thrown about by people on this topic. 
OK, well I think the answer below has some merit, especially since the originator went to some trouble to figure it out.
from Origin of Phrases
I don’t have any definative evidence as to the origins of the term, but one thing Cecil said in the column itself was that he would welcome historical references to the use of the phrase.
Bob Vila, formerly of “This Old House” and now of “Home Again” claimed on an episode of “Home Again” taped in 1995 that the term “the whole nine yards” does indeed have to do with taking the full cement truck load of nine yards of cement.
Not a great help I realize, but it is something.
“The truth does not make a good story; that’s why we have art.”
I think by historical references Cecil is looking for things that predate the 50’s. If you found an authentic WWII reference to ammo belts coming in nine yard lengths, that would work. A Bob Vila comment in 1995 won’t.
Now if Bob Vila has a reference, by all means supply it.
[quote]
Originally posted by Arnold Winkelried:
OK, well I think the answer below has some merit, especially since the originator went to some trouble to figure it out.
I was going to mention Kilts when I saw this topic come up some time ago, but decided after a bit of checking that it was probably – although not certainly – another red herring.
My kilt, made by “Wm MacIntosh & Company” of Edinburgh consists as most modern kilts do, of 8 yards of heavy woolen fabric, woven to about 28" width – although some fabrics are woven twice that width and then split.
The original Great Kilts, to quote Tartan Web, “would comprise about 12 ells of fabric (an ell in Scotland was just over a yard) which would be split and stitched together to form a very broad plaid some 6 yards long and perhaps up to 2 yards and more wide.”
So… Modern Kilts consist of 8 yards, Great Kilts of 12 odd square yards, although Tartan Web adds: “We normally recommend a length of about four and a half yards to form a Great Kilt”… so 4 1/2 x 2 = 9 square yards… so maybe…
For more details see: http://www.scottish-selection.com/tweb/index.htm
This particular topic is being debated all over the 'net, and references to Cecil even have popped up in those discussions. Looks like most agree that the origin of this phrase is unknown, and that most of the theories suggested here can be disproven.
Specifically, “More of the Straight Dope” is cited as a reference to the average size of cement mixers:
http://www.wilton.net/etyma1.htm
Any similarities between your reality and mine are purely coincidental.
“According to the OED 2d, its first use was noted in 1970 in (a) periodical called “Word Watching.” “WW” was published by G.C. Merriam, but it seems to have been discontinued.”
Any similarities between your reality and mine are purely coincidental.