whole nine yards

[Frank Abate]

Not to totally dismiss Fred's comment re phrase origin books, I would say
that "Picturesque Expressions" in its 2nd edition (Gale, about 1985) is a
good one-volume source for many origins of phrases and idioms in English.
The research is derivative, not original, which is to say that OED is given
as a source, as well as other works used.  It does give some of the folk
origins, too, but says as much when doing so.

It is organized by thematic category, with a cross-rerenced list of the
categories at the front, and an alphabetic index in back.  I don't know if
"whole nine yards" is in, as my copy is not at hand.  The book is probably
out of print, but is widely held by libraries.  I know of it because I worked
on it.

Frank Abate