This effect began appearing in the mid-nineteenth century. A method with a card index hidden in the lining of a top hat is described as “The Magic Hat” in R.P's Ein Spiel Karten, 1853, p. 25 of the Pieper translation. It also appeared as the first phase in Johann Hofzinser's “Sensation” from Kartenkünste, 1910, p. 55 of the Sharpe translation.
Glassel and Faust’s New and Startling Tricks, c. 1890, p. 8, includes “The Gambler's Pocket,” which is the Any Card Called For plot using a piquet pack and an index in the form of four extra pockets sewn inside one's normal coat pockets. The trick, under the same title, appeared three years later in William Henry James Shaw's Magic and its Mysteries, 1893, p. 13.