Of American-English origin, the phrase (you’re) damned if you do and damned if you don’t means that, in a specific situation, a person will be blamed or considered wrong no matter what he or she does.

The earliest uses of this phrase that I have found occur in Christian contexts, and as the final element of sequences containing, in most instances, you can and you can’t, you shall and you shan’t, and sometimes also you will and you won’t.

The earliest occurrence that I have found is from a letter that “a subscriber” wrote to Samuel Snowden (1776-1831), the publisher of the Alexandria Gazette, Commercial and Political (Alexandria, Virginia), published in that newspaper on Thursday 20^th February 1817—the phrase occurs in a quotation attributed to an unnamed preacher:

Mr. Snowden,
I have for some years been an observer of the conduct of some of our citizens, with regard to the members of council and other officers of the town, and I am sometimes at a loss to know what they would be at. At first view it would appear that they wanted such men as are not to be found in this state of being; I mean such as are incapable of doing wrong; they are elected this year, and next year they must go out, because they have done wrong another set must take their places; they do as did those who preceded them with a few exceptions, and they share the same fate. And for what? why to be sure they have done either too much or too little; the former appears to be the charge against the mayor and present council. One says that the town was never known to be in a worse state of corruption than it now is, and it comes from the same source; that the mayor and others have been extra-prompt in the cause of morality, which perhaps is as good a way as any to account for the knowledge of the corruption. But who are they that complain most? Are they not those whose craft is most in danger? I mean that by which they have their wealth. In taking this view of the subject, it reminds me of a sermon that I once heard; the preacher was shewing the inconsistencies of those opinions which he was combatting; he observed that the preaching of the advocates of these opinions amounted to this: you will, and you wont [sic], you can, and you cant [sic], you’ll be damned if you do, you’ll be damned if you don’t. So it appears that our rulers must be served, let them do good or do bad, do right or do wrong, make good laws or bad laws, enforce them or let them be a dead letter, it is all the same, they must be damned.

In Biographical Sketches of the Rev. Edward Sprague, published in the New-Hampshire Sentinel (Keene, New Hampshire) of Friday 7^th October 1825, and reprinted from the Cheshire Gazette (New Hampshire), one segment only of the phrase occurs in a similar quotation—this time attributed to the Reverend Edward Sprague, who was born at Boston, Massachusetts, on 21^st May 1750, and who died “in the 68^th year of his age”:

The doctrines of the Trinity, and total depravity, he never introduced into his pulpit; Foreordination and Election he regarded as the offspring of bigotry and Popery, calculated to discourage true piety and benevolence, and confound virtue and vice. The absurdity of such tenets he happily exemplified, by an epitome of the doctrine, which he often pronounced to his hearers, in the following triplet:
“You can and you can’t,
You shall and you shan’t,
And you’ll be damned if you don’t.”

On Saturday 21^st April 1832, the New York Evangelist (New York City, N.Y.) published a letter containing one segment only of the phrase in a similar quotation, this time attributed to “the preachers” in general—the author of the letter, one ‘T. D.’, wrote that he met a fisherman who

confessed his neglect of the bible and of religion, but in the way of apology, remarked, “I have heard it second hand from those who go to church, that the preachers say, You must do it, you can’t do it, you will be damned if you don’t do it. What sort of doctrine is that?”

In the following article, published in the Christian Intelligencer and Eastern Chronicle (Gardiner, Maine) of Friday 28^th December 1832, the phrase occurs in an unattributed quotation:

SINFUL TO TRY.

A tract has been put into our hand, just published by the “Revival Tract Society” entitled, “Plain Conversation, Or the Truth so honestly told that Sinners cannot deny it.” The Conversation is on the duty of repentance. As it contains some of the most irrational and dishearting [sic] statements which we have ever seen published under the name of religion, we are disposed to notice the gist of the argument. The dialogists are Truth and Sinner. In the course of conversation, Sinner is made to confess that he knows it is his duty to repent, and that he will try. At this latter promise, Truth takes fire, and declares, that “to try” to repent is abominably sinful in the sight of God,—he, no where, having commanded the sinner to try to repent. He must repent but not try. This nice ¹ and most ridiculous distinction of duty, the writer illustrates as follows: “Suppose your house was on fire over your head, and you should say, ‘I’ll try to get out,’ and should sit still and fall into the fire, would that save you?” A curious way of trying to escape, one would think, to “sit still and fall into the fire.” We should think that this is not “trying.” The writer’s idea, however, is that the man must get out of the house without trying—he is no where commanded to try; and if he does, he sins before God and shall perish in the fire of hell forever.
Is it possible that such an absurd doctrine as this can receive the sanction of the learned divines who belong to the Revival Tract Society? Do they think to obtain credit and influence by requiring men to perform duty, and at the same time telling them it is of no avail, but sinful, to try to perform it? Must men “sit still” and perish for sitting still, when for not sitting still, but trying to escape, they shall surely fall into the fire of hell to all eternity? Gracious heavens! what havoc has orthodoxy not made of consistency, reason and “Truth.” So then, Sinner, you are to understand, that you must repent or you cannot be saved; but if you try to repent you shall certainly be damned.
“You shall, and you shan’t;
You can, and you can’t;
You’ll be damned if you do,
And be damned if you don’t.”

¹ Here, the adjective nice means minute, subtle.

The phrase occurs in an article criticising Sinners bound to change their own hearts, a sermon by the U.S. Presbyterian minister Charles Grandison Finney (1792-1875)—article published in the Western Christian Advocate (Cincinnati, Ohio) of Friday 17^th April 1835, and reprinted from the Christian Advocate and Journal:

Mr. F. attempts to demonstrate, 1. That sinners may and do change their own hearts; 2. That a new heart is the gift and work of God; and 3. That he does not contradict himself. This method of preaching will not only make infidels, but is the very way to please them. An atheist might preach on the text, “The Lord our God is one Lord,” in the same way, 1st. Prove that there is a God; 2d. That there is no God; and 3d. That these two propositions do not contradict each other, but are perfectly consistent. Thus a Deist, a Socinian, a Universalist, or any other heretic might admit the opposite proposition to the leading article of his creed, and yet maintain that there was no contradiction or inconsistency in the old style of dogmatizing.
You can and you can’t, you shall and you shan’t; you’ll be damned if you do, and you’ll be damned if you don’t.

In Reflections on the Love of God, on Predestination, Deism, and Atheism, and on Christian Experience (Bemersley (England): Printed by James Bourne, 1836), the U.S. preacher Lorenzo Dow (1777-1834) attributed the quotation in which the phrase occurs to “those who preached” “the doctrine of Particular Election ², and Reprobation” ³:

And, observing the doctrine of Particular Election, and Reprobation to tend to presumption or despair, and those who preached it up to make the bible clash and contradict itself, by preaching somewhat like this:—
“You can and you can’t—You shall and you shan’t—You will and you won’t—And you will be damned if you do—And you will be damned if you don’t.”
Thus contradicting themselves, that people must do, and yet they cannot do, and God must do all, and at the same time invite them to come to Christ.

² Particular Election refers to the Doctrine of Particularism, i.e., the doctrine that some but not all people are chosen by God for salvation.
³ According to the Doctrine of Reprobation, those not forming part of God’s elect are predestined to eternal damnation.

Something different: In the following passage from To Mr. O’Connell, On the Affairs of the Catholics of Ireland, published in Cobbett’s Weekly Political Register (London, England) of Saturday 13^th November 1824, while “you’ll be damned if you don’t” refers to eternal punishment in hell, “I’ll be damned if I do” merely emphasises that the speaker has no intention of doing what he is being asked to do:

I heard, some years ago, of a Wesleyite ⁴, one of the “Connection,” ⁵ who, after very long “prayer” and longer “preach,” to a parcel of people at Halifax, in Nova Scotia, called upon them for a “contribution towards God’s work;” and, fixing upon a man that he knew to be pretty rich, he called on him to give something, adding, “You’ll be damned if you don’t;” to which the other replied, “And I’ll be damned if I do.”

⁴ Here, Wesleyite denotes a Wesleyan-Methodist preacher.
⁵ John Wesley (1703-1791), English preacher and co-founder of Methodism, used connexion of those associated or connected with him in religious work and aims. Thence, the term gradually became with the Wesleyans equivalent to religious society or denomination.