The People, Yes pt. 23 (1936). The popular form of this expression was crystallized when Charlotte Keyes published an article titled "Suppose They Gave a War and No One Came?" in McCall's, Oct. 1966.
Kin Hubbard, David S. Hawes (1995). “The Best of Kin Hubbard: Abe Martin's Sayings and Wisecracks, Abe's Neighbors, His Almanack, Comic Drawings”, p.139, Indiana University Press