I’ve always connected this construction with the US military and indeed OED confirms that it originated in the US Armed Forces. It offers however no corroborating evidence for the assertion and the first cite listed is from a novel published in 1970. I was pretty sure that could be easily pre-dated and sure enough Google Book Search turned up several promising cites.
This one, for instance, from 1933, a book called Under The Goal Posts by Eddie Dooley. It gives 2 relevant excerpts:
p.7 His big underslung jaw assumed a deliberate angle. His sharp eyes scanned the faces of his charges. “Listen up!” he barked.
p.8 Charlie-horses or no Charlie-horses, from now on you’re gonna go, go, go until we take Sanford, or my name’s not McBrair. We start right now ... right here. Listen up now and get these assignments.
We’re quite clearly in the arena of sports here rather than the military, although it’s quite possible of course that the construction originated earlier in the services. I just wondered upon what basis the OED could make such a categorical assertion. Is there anything on the phrase in the specialist dictionaries?