Where does that phrase come from?  Nobody knows:

Another thing some people just can’t accept is that the origins of many common expressions will probably always remain a mystery. We know, for instance, what “the whole nine yards” means—the works, everything, the whole enchilada. But nobody knows where it comes from.

Before you offer the definitive etymology of the expression, let me say that I’ve heard it before. I’ve heard them all, and none of them are genuine. “The whole nine yards” is not a reference to ammunition clips used by gunners on World War II aircraft. It is not a seafaring phrase about the three yards—or long spars—on each of the three masts of a clipper ship. It has nothing to do with the amount of fabric required to make a burial shroud. And it’s not about the capacity of a ready-mix concrete truck, either.

In fact, no one really knows how the phrase originated. All we know for sure is that it’s an Americanism from the 1960s. Unfortunately, many linguists and writers (including me) have spent way too much time trying to track down its origin. All those theories I mentioned, from ammo belts to loads of cement, have been debunked. The British language sleuth Michael Quinion has also ruled out suggestions that the phrase comes from the fabric needed for a nun’s habit, a three-piece suit, or a Scottish kilt; the capacity of a coal-ore wagon or a garbage truck; the length of a maharajah’s sash or a hangman’s noose; the distance between the cellblock and the outer wall of a prison, and any number of measurements having to do with sports.

We simply don’t know—and may never know—where some words and expressions come from. But language lovers hate to take no for an answer. Maybe that’s how myths are born.