I finally broke down and googled knock knock jokes, (there are thousands of them!). no one seems to know their origins.
"Knock-Knock" jokes are one of the most common juvenile humor forms in English. While common in Britain and the U.S., as the jokes are based on English word-play and puns, they are seldom heard outside native English environments. To some extent Knock-Knock jokes can be sources of information on the cultural references, brand names, etc., assumed to be "known" within a given culture. Compare the British jokes at the end with the American ones for likely 'transferability' to the other culture or variety of English.
knock knock link