I don’t know, but it’s on every hip hop record, and apparently it’s New York City Mayor Fiorello Laguardia explaining the moral of a Dick Tracy comic strip over the radio during a newspaper strike (the famous sample kicks in at about 1:27).
The first use is almost certainly Double Dee and Steinski, who included it in their Lesson 1: The Payoff Mix from 1983, an astonishing sound collage.
The more you know … Star!