“Corinthians and exquisites from Bond Street, sporting an eye-glass, ... waiting-men in laced coats and plush unmentionables of yellow, green, blue, red, and all the primary colours.” —Rev. N.S. Wheauton: Journal (1830).
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
More on Unmentionables from Fact Monster: