Multiple-hyphen compound adjectives have been in use for considerably longer than some people might think. For example, Marilla Ricker, [I Don't Know, Do You?](http://books.google.com/books?id=N-YuAAAAYAAJ&pg=PA39&dq=%22damned+if+you+do%22&hl=en&sa=X&ei=l4w1VIHFF4quigLfp4DQBw&ved=0CEEQ6AEwBzgK#v=onepage&q=%22damned%20if%20you%20do%22&f=false) (1916) has this sentence:

>The great Ingersoll had it right when he said it [the Calvin Baptist Church] was the **damned-if-you-do-and-the-damned-if-you-don't** church. 

A non-adjectival instance involving similar hyphenation of almost the same words appears in Ernest Newman's review of  "[Mr. Le Gallienne's 'Religion of a Literary Man'](http://books.google.com/books?id=M95XAAAAIAAJ&pg=PA540&dq=%22damned+if+you+do%22&hl=en&sa=X&ei=xI01VM_nCsSCjAKXnoG4Aw&ved=0CDAQ6AEwBDgU#v=onepage&q=%22damned%20if%20you%20do%22&f=false)" in the University Magazine and Free Review (March 1, 1894):

>But even the philosophy of doing nothing has this uncomfortable side to it, that you do not know whether that will please God! You are in the pleasing old dilemma of **You'll-be-damned-if-you-do, you'll-be-damned-if-you-don't**. 

If compound adjectives with three hyphens qualify as "lengthy combinations," we can find even earlier examples. For example, from "[Preface to Our Second Decade](http://books.google.com/books?id=Ic1eAAAAcAAJ&pg=PA4&dq=%22the+no+longer%22&hl=en&sa=X&ei=2Zs1VMvyOcmsogSj6IGYCw&ved=0CDYQ6AEwBA#v=onepage&q=%22the%20no%20longer%22&f=false)" in *Fraser's Magazine* (January 1840):

>In prose and verse, in speech and song, we were stunned by the profound affliction of the military Macbeaths, and the **no-longer-gold-coated** Peachums and Lockits of the imperial court.  

From Henry Lytton Bulwer, "[The Life of Lord Byron](http://books.google.com/books?id=-kcIAAAAQAAJ&pg=PR11&dq=%22the+not+to+be%22&hl=en&sa=X&ei=p5Q1VJqvAaS5igLj9oGQCQ&ved=0CEIQ6AEwBg#v=onepage&q=%22the%20not%20to%20be%22&f=false)," in *The Complete Works of Lord Byron* (1837):

>It was perhaps the **not-to-be-satisfied** satisfaction of a morbid mind, as well as the embarrassments of the irregular liaisons, and an ill-regulated fortune, which first induced him [Byron] to turn his thoughts upon marriage ;  and there seems to have been something of seriousness in the admiration he entertained for Lady Elizabeth Forbes. 

From Jeremy Bentham, [Indications Respecting Lord Eldon](http://books.google.com/books?id=hYBnAAAAMAAJ&pg=PA6&dq=%22the+not+to+be%22&hl=en&sa=X&ei=R5Y1VN22CsLNiwL7xYCADA&ved=0CE0Q6AEwCTgK#v=onepage&q=%22the%20not%20to%20be%22&f=false) (1825):

>the consequence was—that, for every actual attendance, the Master, instead of 6s. 8d., received 1l., and that, even if inclined, no Solicitor durst omit taking out the three warrants instead of one, for fear of the **not-to-be-hazarded** displeasure, of that subordinate Judge and his superiors.

And from a [letter of January 4, 1776](http://books.google.com/books?id=vu1gVpfEpVYC&pg=PA91&dq=%22the+not+to+be%22&hl=en&sa=X&ei=F5g1VPaXAuTAigKlz4CoAw&ved=0CCIQ6AEwATgU#v=onepage&q=%22the%20not%20to%20be%22&f=false), in *Letters of the Late Ignatius Sancho* (1782):

>You would, like the fabled Pelican—feed your friends with your vitals—blessed Philanthropy! oh! the delights of making happy—the bliss of giving comfort to the afflicted—peace to the distressed mind—to prevent the request from the quivering lips of indigence!—but, great God!—the inexpressible delight—the **not-to-be-described** rapture in soothing, and *convincing* the tender virgin that "*You alone*," &c. &c. &c.

The second quotation in Edwin Ashworth's answer reminded me of an instance of multiple-hyphen compound adjectives from my youth—the hugely popular (in the United States) anti–Vietnam War song "[I-Feel-Like-I'm-Fixin'-to-Die Rag](http://en.wikipedia.org/wiki/The_%22Fish%22_Cheer/I-Feel-Like-I%27m-Fixin%27-to-Die_Rag)" by Country Joe & the Fish, released in 1967.