6 June 1936 — Leonard Lyons prints it in the “Lyons Den” column of the New York Post, told of Lord Beaverbrook and “a visiting Yankee actress.” This is the earliest example Quote Investigator ↗ has found.
1937 — It spreads: a Niagara Falls paper reprints Lyons in June 1936, syndicated columnist O. O. McIntyre reprints it on 2 January 1937, and the University of Michigan humour magazine Gargoyle runs a close match that April.
1944–1946 — Coronet, Reader’s Digest, the trade journal Excavating Engineer and the lawyers’ magazine Case and Comment all carry versions; the anonymous-lawyer variant moves the scene to a courtroom.
1955–1962 — The punch line detaches from the story. A congressman alludes to it in a 1955 hearing; sociologist Peter L. Berger prints a full “haggling over the price” version in The Precarious Vision (1961); and a January 1962 letter in the Nevada State Journal credits it to Winston Churchill.
1965–1985 — Arthur Herzog calls it an “old joke”; Gershon Legman’s Rationale of the Dirty Joke (1968) says it has been told of almost every modern celebrity beginning with Wilson and H. G. Wells; and John Allen Paulos, printing it in 1985, openly swaps Shaw out for Groucho because it suits Groucho better.