U.S. president Harry S. Truman had a sign with this inscription on his desk. This was meant to indicate that he didn't 'pass the buck' to anyone else but accepted personal responsibility for the way the country was governed.
Truman didn't originate the phrase, although it isn't likely that we would ever have heard of it had he not adopted it.
Fred M. Canfil, United States Marshal for the Western District of Missouri and a friend of Truman's, saw a sign like it while visiting the Federal Reformatory at El Reno, Oklahoma in 1945. He thought it would appeal to the plain-speaking Truman and arranged for a copy of it to be made and sent to him. It was seen on the President's desk on and off throughout the rest of his presidency.
On the reverse side, that is, the side that Truman saw, it was inscribed, "I'm from Missouri". That's a short form of "I'm from Missouri. Show me". Natives of that state (a.k.a. the Show Me State), which included Truman, were known for their skeptical nature.
It is highly likey that the original of the sign that Canfil saw was the one on the desk of retired army officer Colonel A. B. Warfield, or a copy of it. In 1931, Warfield was quartermaster supply officer and general superintendent of the US Army Transport Service of the New York General Army Depot.
During WWII, Warfield was commandant of the Lathrop Holding and Reconsignment depot at Stockton, California and he had such a sign on his desk and was photograph with it in October 1942 for a story in the Reno Evening Gazette. He may have used the sign as early as 1931 but, as the photo makes evident, his use of the phrase clearly predates Truman's.