First 4WD was designed by Ferdinand Porsche (yes, the founder of Porsche cars) for the Austrian truck manufacturer Jacob Lohner in 1900 (no typo). The vehicle had electric hub motors on each wheel - the engine powered a generator for power supply. Porsche was 25 years old when he designed the vehicle. By the way, NASA used the idea for the electric wheel hub motor to put its lunar vehicle in motion,
First mechanical 4WD (transfer case etc) was built by the Dutch company Jacobus Spyker in 1902.
The first US four wheel drive vehicle was built 1911 by the Four Wheel Drive auto company (FWD) . The company was formed by Zachow and Besserdich, and the latter was subsequently involved in forming a company that took its name from the town of Oshkosh and manufactured 4x4 trucks. FWD supplied 4x4 trucks to both the British and US armies during World War One
Mercedes and BMW followed much later with four wheel drive vehicles (1926)
Mercedes G 5
Mercedes 4x4 history