Why does this "Ladies First" saying exist?

I've been wondering.

Where did the saying "Ladies first" originate? Did it originally appeared in English countries, or? And is this always expressed in a positive/polite tune of meaning? I mean, I once watched a movie in which a man said to another man "Ladies first."

It has its origins in Western European etiquette, basically the rules of conduct in society.

In a number of situations, it was (and largely still is!) deemed correct behaviour to give ladies precedence over gentlemen. This is for instance the case when serving food or drinks at a table: one servers the ladies, then the other guests, then the host.

It is interesting to note that the common use of ladies first actually often contradicts traditional etiquette:

The phrase is often used to mean after you, but etiquette does not prescribe that ladies should always pass first through a door or other narrow passage. The idea is that the gentleman who accompanies the lady will only let her pass first when entering a trusted environment, such as his or her own home. When entering an unknown place, or when exiting a building, the man is to go first. The reasoning behind this is that if any danger lurks on the other side of the door, the strong man can defend the poor defenceless damsel.

It is also traditionally considered bad form to invite a lady to "go first" when climbing stairs - a situation in which the gentlemen might indecently stare at certain parts of the female anatomy as she moves up and ahead of him...

When in a movie (or in real life) one man tells another "ladies first" instead of "after you", it is a joking insinuation that the other person performs the female role in the relationship between the two men - the speaker is asserting his leadership in the situation.

_{disclaimer: any references made to women as the weaker sex in need of protection are made solely as historical observation and do not necessarily reflect the personal opinions of the author of this answer!}

I am in general agreement with oerkelens. The medieval European rules of precedence defined who had the right to precede others:

Higher rank before lower rank,
Clergy before laity,
Old before young,
Male before female.

I'm not sure I can remember exactly if age had precedence over gender or vice versa. There would of course be exceptions, e.g. if a person was sufficiently important, they would be preceded by a herald who would announce them; it would be quite clear that the herald was acting on behalf of the VIP, and not on his own behalf.

The tradition of "Ladies First" was originally a case of men being nice to women by voluntarily giving up their right to precedence. As oerkelens has stated, this would only be the case in safe situations, as it wouldn't be nice to send a woman ahead into danger.

With repeated use, "Ladies First" has become a courtesy rather than a nicety, and it is now considered rude for a man to precede a woman in a formal situation.

As for any situation where a male refers to another male as if he was female, this is deliberate rudeness unless the male being addressed wants to be identified as female (e.g. a transgender individual, or a male actor playing a female role); in the rules of precedence male takes precedence over female, and to spuriously take precedence (or as a nicety claim the right to waive precedence) on the basis of gender where gender is not an issue is insulting.