“Veach, by getting 1 kind of each hit, is the first player in his league to hit for the cycle in his league this year ….” Brookline Daily Eagle, September 26, 1920, p63
Previous earliest use (Dickson Baseball Dictionary, 3rd edition, 2009):
1ST USE. 1933. “Jimmy [sic] Foxx, Athletic’s [sic] slugger, is one of only six players in all major league history to ‘hit for the cycle,’ that is, get a single, double, triple and homer in four times at bat in one game” (The Washington Post, Sept. 27; Barry Popik).