The story
First appears in the US c. 1946, and condensed from a comment by the baseball manager Leo Durocher. The original quote was The nice guys are all over there, in seventh place. (1946 July 6), about the 1946 New York Giants — seventh place was next-to-last place in the National League. This was shortly afterwards rendered as ‘Nice Guys’ Wind Up in Last Place, Scoffs Lippy, hence giving the present form.
Etymology from Wiktionary, CC BY-SA 4.0.