Where does the phrase "You're pulling my leg" originate from?

"For those who aren’t familiar with the phrase, when someone says, “You must be pulling my leg!” they usually mean, “You must be joking/teasing/making something up.” Extremely popular in the 20th century, the origin of this phrase is still something of an enigma to etymologists.

There are two popular theories about how this phrase came about, neither of which is backed up by any real evidence nor are they that plausible. First, is that thieves used to pull at people’s legs to trip them. Once the victim was on the ground, the thieves would have ample opportunity to rob them. While it is an interesting story, the plausibility is low and the details of the origin change too much to be taken seriously. Some people say that this happened in the vague “medieval markets” or “Victorian London,” while others give an exact date—say, 1882—with confidence. Unfortunately, the lack of any documented evidence of this origin theory makes it nothing more than a fanciful guess.

The second origin theory has to do with executions by suspension hanging at Tyburn in England. It’s believed that people were occasionally hired to hang on to the victim’s legs to give them a quicker death. Suspension hanging typically results in a much slower death than long drop hanging, and the extra weight on the victim’s legs could potentially make the rope mercifully work a little faster. However, this theory is also discounted as, among other reasons, there is no documented evidence of how the phrase made the leap from “hanging” to “joke/lying.” Plus, there is no record of the phrase during the time suspension hangings were popular. As many important figures, among others, experienced death by suspension hanging, one would think the phrase ought to have appeared in at least one of the reports of the deaths."

http://www.todayifoundout.com/index.php/2014/05/origin-phrase-pull-someones-leg/

http://www.dailymail.co.uk/news/article-2388615/Are-pulling-leg-The-surprisingly-sinister-origins-commonly-used-phrases.html