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The phrase to live in each other’s pockets, and its variants, mean: to live in excessively close proximity or interdependence.
These are, in chronological order, the earliest occurrences of the phrase to live in each other’s pockets and variants that I have found:
1-: From a letter, dated Tuesday 2nd February 1762, that the English author and politician Horace Walpole (1717-1797) wrote to the English politician George Montagu (c. 1713-1780)—as published in Letters from the Hon. Horace Walpole, to George Montagu, Esq. from the year 1736, to the year 1770 (London: Printed for Rodwell and Martin, and Henry Colburn, 1818) [letter 165, page 277]:
We set out from the opera, changed our clothes at Northumberland-house, the duke of York, lady Northumberland, lady Mary Coke, lord Hertford, and I, all in one hackney coach, and drove to the spot: it rained torrents; yet the lane was full of mob, and the house so full we could not get in; at last they discovered it was the duke of York, and the company squeezed themselves into one another’s pockets to make room for us.
2-: From an account of the opening of the Conciliation Hall, Dublin, on Monday 23rd October 1843, published in The Freeman’s Journal (Dublin, County Dublin, Ireland) of Tuesday 24th October 1843 [page 2, column 4]—Daniel O’Connell (1775-1847), a.k.a. ‘The Liberator’, was a lawyer who became the first great 19th-century Irish nationalist leader:
The Liberator entered shortly before one o’clock, and the enthusiasm the moment his presence was noticed was such as to exceed all description. […]
Mr. O’Connell rose when silence was restored […].
(Loud cheers, followed by some interruption in consequence of the pressure, and the desire of persons in an unfavourable position to induce those who intercepted their view to sit down). The Liberator called on them to keep silence, and said it was quite impossible for any one present to become more accommodating, unless, indeed, they contrived to get into each others [sic] pockets (laughter).
3-: From Lispings from Low Latitudes; or, Extracts from the Journal of the Hon. Impulsia Gushington (London: John Murray, 1863), by the Irish author and songwriter Helena Selina Blackwood (1807-1867) [Plate VIII. The Indian Mail, page 33, column 1]:
20th January.—A most annoying incident has interrupted the easy tenour of my present existence: yesterday morning, Mr. Shepherd—the obliging proprietor of this fine hotel—stopped me as I was going an airing with the MacFishy family, and, in a rather constrained and nervous manner, hinted that I should do wisely in locking my bedroom door carefully that night, “as the Indian Mail was due.” This mysterious, and indeed inexplicable warning, fluttered me a good deal, and I requested an explanation. “Well, Miss Gushington,” said he, “the fact is, the passengers from Suez are generally a roughish lot, and, whether there’s room or not, they WILL sleep somewhere!” “Good gracious!” I exclaimed; “you don’t mean to say, Mr. Shepherd, that they would intrude on the privacy of my apartment?” “Lord bless you, Miss!” he replied, “they’re no ways particular; it would make no odds to them your sleeping in the same room; so, if the lock of your door is not made pretty secure, they’re as likely as not to intrude on your privacy. I thought I’d just give you a hint. You see they’re from shipboard, Miss: they’ve been sleeping in one another’s pockets for weeks past! They’re not a bit squeamish about privacy, and that kind of thing.”
4-: From Shady Places, published in The World. A Journal for Men and Women (London, England) of Wednesday 9th September 1874 [page 11, column 1]:
Everywhere abroad, but chiefly in France, Italy, and Germany, we stumble upon small colonies of English people, who carry their country over seas with them, and take Little Pedlington 1 as the model by which to order their social life. […]
[…]
[…] You wonder what these sirs and honourables have done that they should have abandoned their estates by choice, and located themselves in an out-of-the-way village, where they are bored to death, and have nothing to do worthy of men. […] The living in each other’s pockets characteristic of these places, the being for ever in each other’s houses, and the disrespectful kind of intimacy that springs up among them, remind one too much of the famous speech about the peaches 2, to be reassuring.
1 Little Pedlington and the Pedlingtonians (London: Henry Colburn, 1839), by the English author John Poole (1786-1872), humorously depicts an English country town.
2 I have not discovered what “the famous speech about the peaches” refers to.
5-: From the column Out and About, published in The Cornish Telegraph, Mining, Agricultural, and Commercial Gazette (Penzance, Cornwall, England) of Tuesday 25th March 1879 [page 4, column 2]:
When I learn that Col. Trelawny affirms that the Madron Local Board meets in a room of “a village pot-house not fit for a pig,” and that during their consultations the situation of the members is so painful that their fear is lest they should be “squeezed into one another’s pockets,” I must confess to the awakening of a new interest in the deliberations of the Board, because I have an idea that there is a direct connection between the deliberations of a Board and the surroundings of the place in which the deliberations occur.
6-: From The “Leicester Advertiser” Hunting Notes, by ‘The Unknown’, published in The Hinckley News and General Advertiser (Hinckley, Leicestershire, England) of Saturday 20th March 1880 [page 7, column 3]—apparently reprinted from the Leicester Advertiser (Leicester, Leicestershire, England):
It had been a hard day for “one horse men,” and as the hour was past four we retired […]. It will be seen from my short diary of this day, that the sport was good, but not brilliant. We had two excellent runs over a good wild country, and we enjoyed it one and all. There was room for the hounds, and room for ourselves, and we had not to crush into each others [sic] pockets as we had to do the day before.
7-: From “My Love!” (London: Chatto and Windus, 1881), by the British novelist and journalist Eliza Lynn Linton (1822-1898) [volume 3, chapter 15, page 276]:
On the days when they went to pay their return calls, or when they wanted to walk by themselves and gain inspiration, or when they had business in the town, or liked better than anything else to stay in the house, or to lounge about the garden, or to take a brisk ride deep into the country—that is, every day save Sunday—the elderly husband and his youthful wife were “in each others’ [sic] pockets.”
8-: From West Somerset Foxhounds, published in The Field, The Farm, The Garden, The Country Gentleman’s Newspaper (London, England) of Saturday 2nd January 1886 [page 5, column 2]:
Hounds ran merrily now, and one had to push along to keep with them. The field, who numbered amongst them several of the Christmas sort—boys on ponies, men in curious get-up, but evidently out to have a gallop—began to wake up and ride into each others [sic] pockets, as is the way with the out-for-the-day sportsmen.
9-: From an account of a Conservative meeting, published in the Croydon Express and Norwood, Penge, & Mitcham Mercury (London, England) of Saturday 23rd January 1886 [page 1, column 4]:
Mr. Cosmo Bonsor, who, on rising, was received with loud cheers, said that he took a very great interest in the forthcoming election […]. He should like to see the Hon. Sidney Herbert returned in the Conservative interest […]. He (the speaker) could work harmoniously with Mr. Herbert, as they would both sit on the same side of the House, and, in fact, always be in each other’s pockets. (Cheers and laughter.)
10-: From Houseboats and their Decoration, by ‘M. E. D. H.’, published in The Queen, The Lady’s Newspaper & Court Chronicle (London, England) of Saturday 27th June 1891 [page 1042, column 1]:
To inhabit a houseboat is practically, under the most favourable circumstances, to live in each other’s pockets, seeing that every sound is carried from one end to the other, and that the greatest secret whispered in the cabin might just as well be proclaimed at once from the housetop.