Winter draws on
Said when an intimation of the approaching winter is first felt.
'Winter draws on' isn't really a phrase the origin of which needs to be, or even can be, precisely pinned down. It is an everyday colloquialism and no doubt has been for centuries past, in Britain at least. It seems to have migrated to the USA around the 1850s. There are no newspaper citations of it there until that period, but many soon afterwards, which tends to indicate a national adoption of the phrase then.
It must have been known in the UK by 1799 as it then appeared in Ernst Wolff's Danish/English dictionary, En dansk og engelsk ord-bog, as a translation of the Danish 'Det vinbres, bliver kold'.
What makes the phrase notable in English is that it is the source of a classic double-entendre, i.e. 'winter drawers on?'. To kill that joke by dissecting it, the 'drawers' version changes the meaning from 'it is cold; winter is approaching' to 'it is cold; are you wearing your thermal underwear?'.
The source of the joke is just as elusive as the colloquial phrase that spawned it. It must have been in wide circulation in 1949, as it was then included in the BBC's Green Book as unsuitable for broadcast. In fact, any mention of "Ladies' underwear, e.g. winter draws on" was given 'an absolute ban', along with jokes about "Honeymoon couples", "Fig leaves" and "Animal habits".
The futility of the task of the BBC censors was made clear soon afterwards when scriptwriters made a sport out of pushing the boundaries. This was a gag that wouldn't be silenced. British humour has long embraced a popular appetite for sexual innuendo. The other strong strand in what the British find funny is any form of play on words. 'Winter drawers on' neatly encapsulates both, being a neat wordplay sited below the waist.