IID [iterative and incremental development] grew from the 1930s work of Walter Shewhart, a quality expert at Bell Labs who proposed a series of short “plan-do-study-act” (PDSA) cycles for quality improvement. ... The X-15 hypersonic jet was a milestone 1950s project applying IID ... [which] seeded NASA's early 1960s Project Mercury ... Project Mercury ran with very short (half-day) iterations that were time boxed. The development team conducted a technical review of all changes, and, interestingly, applied the Extreme Programming practice of test-first development, planning and writing tests before each micro-increment.
We were doing incremental development as early as 1957 ... [I] remember Herb Jacobs ... developing a large simulation for Motorola, where the technique used was, as far as I can tell, indistinguishable from XP.
I'll just add, this isn't a slam on XP at all. In the introductory work on XP, Kent Beck admits XP is not really anything new:
[N]one of the ideas in XP are new. Most are as old as programming. There is a sense in which XP is conservative -- all its techniques have been proven.
My own paper on XP includes some additional references supporting agileishness from the Mythical Man-Month and Steve McConnell's Code Complete.