The earliest I can think of are the ancient Egyptians, who shaved off all of their body hair to avoid suffering from lice and sand fleas that were common in that region. Pharaohs (even the occasional female Pharaoh) wore fake beards to associate themselves with their gods, but everyone, including women, would have all their head and body hair shaved off.

Later on, Alexander the Great had his armies shave off their beards so that the enemy soldiers could not grab them by the beard in combat.

Modern armies shave for a variety of reasons, primarily hygiene issues and that modern gas masks won't fit properly with facial hair.

fyi, there are a few sections in the FAQ on shaving

• On the history of facial hair and the shaving thereof

• When did women start to shave their legs/armpits?

• Beards