The story
Derived from the police directive "Nothing to see here, move along," historically used to clear bystanders from crime or accident scenes. The phrase gained widespread recognition after its comedic use in The Naked Gun: From the Files of Police Squad! (1988), where Frank Drebin (played by Leslie Nielsen) tries to defuse a chaotic scene by stating, "Move along! Nothing to see here!"
Etymology from Wiktionary, CC BY-SA 4.0.