On Looney Tunes cartoons (usually the ones with Bugs Bunny) you always hear this phrase.
I know a lot of the cartoons had contemporary pharases in them (such as "Turn that light out – from WWII).
What exactly is the title phrase from? A movie?
I don’t know about the phrase in general, however I always though the calling of another character George spoken in a simple-minded fashion was a reference to Lenny in “Of Mice and Men”. Especially when he wants to name the rabbit George and hug him and squeeze him and stroke his fur backwards.
Could he have been referring to “Wrong-Way” Corrigan? Corrigan was the pilot who in 1938 “accidentally” flew from NY to Ireland instead of west to California, becoming a sensation and a hugely popular cultural joke reference.
Try the Wikipedia reference; for some reason my copy/paste function isn’t working.
It was more like “Which way did he go? Which way did he go? Where’s the lit-tul bunny rabbit I saw on Tee Vee?” Then later comes the “I will hold him and pet him and squeeze him…and I will name him George.”
But, yeah, I was always under the impression that it comes (broadly) from Of Mice and Men.
Oh, definitely. The “George” part didn’t fit Corrigan, anyway.
OTOH, if you ever see a late-'30’s or early-'40’s cartoon in which an Irish fellow heads in the wrong direction (again!), that would definitely be a Corrigan gag. 
Other “wrong-way” guys: football players Roy Riegel (born in 1909, for U. of Cal.), and the great Minnesota Viking Jim Marshall, who in 1964 recovered a fumble but ran for 66 yards in the wrong direction for a TD-turned-safety against (or, rather, for, heh-heh) the '49ers. Luckily for the poor bastard, the Vikings won the game anyway.