Apologies in advance but this is a real bugbear of mine.

But, to actually answer your question before I go into a rant, the first state to be labelled 'totalitarian' was Fascist Italy, where during the 1920s it was initially employed in a positive sense [1]. During the 1930s and beyond it was then broadened into a conceptional framework that was used to elevate the various fascist and Communist regimes about the status of 'mere' dictatorships. See Otto Rühle's 'red fascism' and Hannah Arendt's description of these regimes ruling over 'atomised' populations.

But personally I take serious issue with the very concept of 'totalitarian government' from a historical level. Plenty of scholars have criticised the framework as deeply flawed and unsustainable beyond the broadest level. This criticism tends to flow along two avenues:

• On the grounds of simple historical accuracy, the typical charges of totalitarianism tend not to stand up to scrutiny (rule exclusively through terror, monolithic party structures, etc). We simply know more about these societies than we did in the 1930s; it's hard to talk in such broad terms when we know so much about, say, the jungle that was the Nazi state or the social flux of Stalinist industrialisation.

• More importantly, an isolated comparison of just the USSR and Nazi Germany (to say nothing of other candidates) doesn't reveal many common features. On such important questions as the role of the party there were real differences between the two. It's only when a third, hidden, element is introduced (ie Western democracies) that it becomes possible to ignore these differences and treat both states as the same.

Phew. Sorry about that but it's a label that I really don't like. If you're interested in this topic then Beyond Totalitarianism is a strong set of essays that demonstrates the real limits to the thesis.

[1] Ironically, Fascist Italy is one of those regimes that fits least comfortably into the later concept of a totalitarian state, possessing few of the characteristics that supposedly united Nazi Germany and Soviet Russia.