Grand Old Game (1874)

“Yesterday a picked nine from each met at East Oakland, to decide which club was entitled to the supremacy in this grand old game.” “Ball and Bat: Grand Central vs. Tubbs,” Oakland Transcript, June 7, 1874, p3
NOTE: The term was used earlier to describe cricket.

Previous earliest use (Dickson Baseball Dictionary, 3rd edition, 2009):
Shows a quote from Honus Wagner in 1933, though does not specifically cite it as first use.