The above photo was taken of a Seattle neighborhood in 1947. Look closely at the house on the left. At the far left side of it you will notice a corner window. Corner windows were fashionable features on houses of this style built in Washington State around 1940-1947. The 1947-vintage house I live in has a corner window. They were popular elsewhere at that time; I vaguely recall seeing a cartoon of a man sawing at a house to create a corner window and having the corner of the building collapse as a result.
I didn't do research to determine where the first corner window appeared. So far as those 1940s tract houses are concerned, I would say that their windows were inspired by some modernist houses built twenty or so years earlier. Some examples are shown below.
The Villa Henny in the Huis ter Heide area of Utrecht, Netherlands (1915-19) was designed by Robert van 't Hoff (1887-1979). It is the earliest example of a house with a corner window that I could find on the Internet. The corner window is on the small wing attached to the right-hand face of the building.
Home of architect Rudolph Schindler (1887-1953), Schindler House is or was located in West Hollywood, California.
Of similar vintage is Schröder House, also in Utrecht, Netherlands. The architect was the well-known modernist Gerrit Rietveld (1888-1964). Corner windows can be seen at the right.
I couldn't locate an appropriate contemporary exterior photo, but here is an interior view showing a corner window. The Del Rio - Gibbons House in Santa Monica, California was designed by Cedric Gibbons (1893-1960). He was the art director for the Metro-Goldwyn-Mayer movie studio and was soon to marry film star Dolores Del Rio, for whom he had the house built. They are seen in the photo.
High Cross House, Dartington, Devon, England had William Lescaze (1896-1969) as one of its architects. A corner window can be glimpsed at the left.
The Villa Schminke in Löbau, Saxony was designed by Hans Scharoun (1893-1972). The corner window is hard to spot in the photo because it is shaded. It's directly above the left-hand support post.
The final example (there could have been many more form the 1930s) is the Bedford Hills, New York Richard H. Mandel House by Edward Durell Stone (1902-1978) who had a varied, controversial career. Corner windows are at the first floor left and top floor right.