“Colcolough will go North with the team.” [New York Giants] Brooklyn Daily Eage, March 30, 1899, p6
Previous earliest use (Dickson Baseball Dictionary, 3rd edition, 2009):
1ST USE. 1903. “Pitcher Eul, the Peoria man who has been dickering with McFarland, got in in time to go north with the team and John Mertens was left at home” (Decatur [Ill.] Review, June 2; Grant Barrett).