Zangwill, Israel: The Big Bow Mystery (1891): v1
 

Not a Western: think of it as the "big Bow mystery" as it is set in Bow, in the East End of London. It is widely accepted as the first "locked room" mystery.

Israel Zangwill (1864-1926) was a journalist and author, who also wrote an influential book "The Melting Pot" which became a hugely successful play, the first use of the phrase to describe the USA.

Correcting an error: "The Melting Pot" (1908) was only ever a play, and popularised but did not create the phrase.