Claude Hopkins was doing A/B testing as early as 1910. He had people send out different versions of direct-mail ads, which they would correlate with sales.

http://www.amazon.com/Life-Advertising-Scientific-Classics-L...

I recommend this book. Apart from this and other techniques that he pioneered astonishingly early (we know that's true because the book came out in 1923), it's striking how many brands Hopkins created that are still household words today (Goodyear, Palmolive, Quaker). The book is also a plain good read.