I've found references as far back as FDR. The interesting thing to me is that the root word "progress" is quite nebulous; one person might call a policy "progress" and another another might disagree. My impression is that post-FDR democrats are more likely to advocate for (what I'd call progressive) change than Republicans, so it follows that the left is associated with progress. That said, when and more importantly WHY did that change become associated with progress on the national political scene?
It happened with FDR, actually.
Progressivism as a movement came from the Populist movement of the late 19th century. I covered this transition in a post a couple years back, so I'll post the relevant bit here.
With the election of Lincoln and the war, the multi-party fiasco collapsed and we were back into basically a two-party system, the new republicans of Lincoln and the democrats - somewhat without an identy that then fractured into northern dems and southern dems. The Republicans took positions held mainly by the whig and free soil party, like emancipation/equal rights of freedmen, protectionism/tariffs, and federalism. They even supported federal assistance to specific groups, like veterans (something previously left to states by all parties). They also applied a moral aspect, legislating things like Sunday alcohol sales, which appeased some members of the Prohibition Party. They dubbed themselves the "Grand Ol Party" (and Victory Party) at this point. The Northern/Southern dems quickly unified to oppose Grant and even solidified with republicans to form the short lived Liberal Republican Party in 1872, running Horrace Greely for high office: It would be a Liberal Republican vs a (radical) Republican, Grant. For the first time since 1796 there would be no "democrat" candidate for president (Greely died after popular vote but before the electoral vote so dem politicians did recieve electoral votes Greely earned). In 1869 the women's sufferage party formed, and shortly after the 72 election the Greenback Party lived and, by the mid 80s, had died.
As one failed a new party was also formed, the Populist Party (or farmers party). They brought new ideas created by the modernization of industry and its impacts. The radical Republicans were still in charge nationally and the American workers felt second class to industries. Also known as the Farmers Alliance, the Populists supported shorter work days, collective bargaining, direct/popular senate elections, federally controlled rail rates, federally supported common warehouses for farmers use, and sound monetary policy - most of these principals came from the defunct greenback party. They were big performers, seating numerous congressmen in 1888, 90, and 92. They even ran a presidential candidate and got some votes in 92. Then the "panic of 93" happened (along with a lot of other economic and social stuff, like Plessy V Furgeson in '96 stemming from an 1892 "rosa parks" type incident on a train). The economy began to collapse into itself as society was dramatically changing. The country was in trouble. Big trouble. And one man could save the day.
The election of 1896 is easily one of the most important in US history. In poli-sci terms it ended the third party system (1856-1896) in America and entered us into the fourth (1896-1930). The dems ran former congressman William Jennings Bryan against a Republican governor by the name of William McKinley. WJB would run a multi-party coalition, with support of farmers and unionists (little u), that brought populists and democrats together by winning both conventions (along with support of some smaller factions). WJB layed the blame for the situation at the feet of big business (this was the time of Rockefeller, Standard Oil, violent strike busters, labor dispute court interventions, etc) and a govt that would permit workers to be left out. McKinley, for basically the first time in US history, built a coalition based on the businessman, skilled professional and executive - basically everything the simple worker/agrarian campaign of Jennings wasn't. It was a heated contest and in the end WJB tould take from Virginia down to Florida and diagonally across all the way to Washinton state (except Oklahoma, New Mexico, and Arizona, which were still territories). McKinley would take the northeast, all the way down to Kentucky, Iowa, Illinois, and ND, plus Oregon and California, and ultimately win by 600,000 votes. The Bourbon democrats were another faction and were pre-dixiecrats that could not, under any circumstances, convince themselves to side with republicans - even liberal republicans - so in 1872 they fractured off and became the grandfather to southern democrats. It was later these same bourbons that strongly pushed for jim crow laws and built frameworks in southern state houses to perpetuate "white" authority. They nominated John Palmer for president in 96 who recieved very little support. Bourbons were a weird mix, hating the pro-industry pro-tariff protectionism stance of Republicans and instead favoring laissez-faire policies that picked no market winners. Their absolute nemisis, however, was WJB. They would last until 1912 when a deal with Wilson would seal their fate: they would all support Wilson in exchange for WJB getting a cabinet appointment under his admin. But that's getting ahead of myself.
In 1898 a big change in American political identity comes with the Spanish American war and the birth of American imperialism. We found ourselves going into the 1900 election having recovered significantly from 1893, having freed cuba from Spanish rule, and having gained Puerto Rico, Guam, The Phillipines, and Hawaii as territories in only two short years. This fit Mckinleys plan and was in opposition to both bourbons and populists, who favored more isolationist policies. 1900 was a rematch and McKinley won handily, taking Colorado, Wyoming, Washington, South Dakota, Nebraska, and Kansas from WJB in addition to the states he had previously won. This time he won by about 1,000,000 votes. Garret Hobart had been replaced as VP on the 1900 ticket (he had died in 1899) by a reform Republican war hero from NY, a volunteer from the 1st Volunteer Cavalry "Rough Riders" that had run the Spanish out of Santiago Bay in Cuba, which led to a decisive victory in the highly publicized Spanish American war that gave McKinley massive support. His name was Theodore Roosevelt and in 1901, after McKinley was assasinated, he was sworn in as president. He brought a new style of republicanism - a progressive republicanism. It worked and he is still regarded as one of our best presidents of all time. The youngest president to serve at 42, he ran in 1904 on the republican ticket. He promised everyone a fair deal. He would break the trusts (monopolies), broker peace in foreign wars but "carry a large stick" when needed (he earned a nobel peace prize for it), mainly avoid touchy tariffs and monetary issues that had dominated the previous 15 years of politics, regulate railroads, and conserve our lands for future use by creating the foundation for our nation park system. In 1908, Taft won on the promise of tariff reform. Teddy had promised not to run for a third term and asked Taft to run. Again, WJB ran and, worse than ever before, WJB lost. And again, he ran on an anti-elite platform but the past 12 years had seen America prosper. With support from Teddy, Taft had won easily.
Cont'd