Where did the idiom "anally retentive" originate?

Etymonline states:

Anal-retentive first attested 1957, in psychological jargon.

According to Wikipedia, which does a much more thorough job of explaining than I will, the term comes from the psychological work of Dr. Sigmund Freud. Freud postulated that the anal stage of development, or that regarding toilet training, could have a profound effect on the later personality of a child.

The term anal-retentive refers to the retention, in later life, of such behaviors associated with the anal stage. These behaviors include:

"orderliness, stubbornness, a compulsion for control".

The term to describe those people who reject these characteristics is anal-expulsive.

Per Wikipedia.

In the psychology of Freud, the anal stage is said to follow the oral stage of infant or early-childhood development. This is a time when an infant's attention moves from oral stimulation to anal stimulation (usually the bowels but occasionally the bladder), usually synchronous with learning to control his or her excretory functions, a time of toilet training. Freud theorized that children who experience conflicts during this period of time may develop "anal" personality traits, namely those associated with a child's efforts at excretory control: orderliness, stubbornness, a compulsion for control.[2]

Although "anal rententive" survives in common usage, the concept is not taken very seriously by psychoanalysts today. Chicago psychoanalyst Robert Galatzer-Levy speaks of how this theory of Freud is mostly a product of its time when indoor plumbing was new and less numerous per household, and families were large, causing "much more control of defecation than was necessary in a world of chamber pots and outhouses."[3]

If these qualities continue into later life, the person is said to be "anal-retentive". Conversely, those who reject anal-retentive characteristics are said to have "anal-expulsive" personality types.

Although Freud's theories on early childhood have been influential on the psychological community, research suggests that the overall pattern of parental attitudes has a much more concrete effect on how an infant will grow up. There is no conclusive research linking anal stage conflicts with "anal" personality types.

"Anal retentive" was in print significantly earlier than what is stated in the accepted answer.

For example, as translated into English in 1938 and published in Psychoanalytic Quarterly, 7:69-95, but originally from 1935, the article The Drive to Amass Wealth states:

It may be that the anal retentive pleasure is always secondary and is always mixed with a fear of experiencing the pleasure in excreting; at any rate the retentive pleasure does come to exist, at least secondarily, and analytic experience concerning anal retentive pleasure leaves no doubt but that it is the erogenous source of the desire for possession for possession's sake and the source of all irrational behavior concerning money.

See also the 1936 article Specific Determinants in Feminine Development:

...Oro-urethral women are not only impatient of delay in getting what they want, they are markedly impatient of delay in action, and it is the women in whom this urethral quick emission (often aided by oral vomiting tendencies) is not adequately neutralized by anal retentive trends who fail to conceive and tend to miscarry after conception...

Even earlier (1925), there is The Psycho-Analysis of Sexual Habits by Sandor Ferenczi in The International Journal of Psycho-Analysis Vol. 6, page 372 which says:

I found that the ultimate cause of the tendencies to urethral evacuation and to anal retention is anxiety about pain in the case of emptying the bladder, anxiety over the tension caused by a full bladder, and in the case of emptying the bowel, anxiety about