I found [this][3] use of the joke in the printed "Proceedings" of the American Pomological Society. This publication seems to cover meetings from 1933 to 1937, but this occurrence is early enough (p. 75) that I think it can be dated to [1933][4]. I wondered if this was perhaps used as a jingle by an apple company, but I couldn't find evidence of this. 

![http://books.google.com/books?ei=sNIFToedJs-10AGVktz_Cg&ct=result&id=DGwPAQAAIAAJ&dq=proceedings+american+pomological+society+1933&q=knock+knock#search_anchor][5]

Whatever the origin the first joke, its form must have certainly come from *[Macbeth][1]*:

![http://books.google.com/books?id=rIE7AAAAYAAJ&printsec=frontcover&dq=macbeth+shakespeare&hl=en&ei=Y8oFTqLxOYfHgAe8-fHLDQ&sa=X&oi=book_result&ct=result&resnum=2&ved=0CDYQ6AEwAQ#v=onepage&q=knock%20knock&f=false][2]


  [1]: http://books.google.com/books?id=rIE7AAAAYAAJ&printsec=frontcover&dq=macbeth%20shakespeare&hl=en&ei=Y8oFTqLxOYfHgAe8-fHLDQ&sa=X&oi=book_result&ct=result&resnum=2&ved=0CDYQ6AEwAQ#v=onepage&q=knock%20knock&f=false
  [2]: https://i.sstatic.net/AJRJK.png
  [3]: http://books.google.com/books?ei=sNIFToedJs-10AGVktz_Cg&ct=result&id=DGwPAQAAIAAJ&dq=proceedings%20american%20pomological%20society%201933&q=knock%20knock#search_anchor
  [4]: http://books.google.com/books?ei=sNIFToedJs-10AGVktz_Cg&ct=result&id=DGwPAQAAIAAJ&dq=proceedings%20american%20pomological%20society%201933&q=december%201933#search_anchor
  [5]: https://i.sstatic.net/5zYUZ.png