“It’s 110 degrees, but it’s a dry heat” (Texas heat joke)

In Arizona, Texas and other parts of the west, the temperature often averages over 100 degrees during the summer. “But it’s a dry heat!” is the clichéd response that some natives give, explaining that it’s more tolerable without humidity. “The thermometer frequently registers 120 in the shade, but it’s a dry heat, and one doesn’t notice it at all” was cited in print in 1910 to jokingly describe the heat in Southern California.
 
A 1999 joke book claimed that “But It’s a Dry Heat” is Arizona’s true state motto. Comedian Joan Rivers wrote in 2012:
 
I hate Arizona. It always eight hundred degrees outside and everybody’s always saying, “But it’s a dry heat!” So’s the inside of my microwave.
 
 
Urban Dictionary
dry heat
A stupid statement made by old-timers, when someone complains that it’s hotter than hell outside, implying that low humidity makes extremely high temperatures easier to tolerate.
Joe: 114 degrees! Jesus, that’s HOT!
Schmoe: Yeah, but it’s a dry heat.
by Rod Brock Jul 27, 2006
 
21 November 1910, Seattle (WA) Daily Times, “Record-erasing rain saturates whole Seattle,” pg. 1, col. 1:
First mercantile tourist (from Southern California): “Yes, it gets quite warn down in our section. The thermometer frequently registers 120 in the shade, but it’s a dry heat, and one doesn’t notice it at all.”
   
Hathi Trust
7 March 1912, The Youth’s Companion, pg. 121, col. 2:
“It’s warm enough under that arch, even in the coldest winter day; but it’s a dry heat. We don’t mind it so much when the air is free and clear.”
       
24 January 1929, Beatrice (NE) Daily Sun, pg. 5, col. 4:
Like most people who move here to frigid regions, Mr. Mumford says the climate of South Dakota is pleasant. “It gels cold, but it’s a dry cold and you don’t feel it.” People who live in Arizona deserts say “it’s a dry heat and you don’t notice it.”
 
21 July 1942, Springfield (MA) Daily Republican, “Temperature of 100 Degrees Only Normal at Phoenix, Ariz.” by Gladwin Hill, pg. 3, col. 4:
“It’s a dry heat,” is the standard explanatory wheeze. But no egg ever got any consolation out of being fried in a dry heat. 
 
Google Books
July 1953, Changing Times (The Kiplinger Magazine), pg. 23, col. 1:
Pg. 23:
FOLKS out West say, “Sure it’s hot— but it’s a dry heat.” Yet they still have the urge to cool off.
 
Google Books
The Greatest Joke Book Ever
By Mel Greene
New York, NY: Avon Books
1999
Pg. 329:
The United States, Motto by Motto
(...)
Arizona: But It’s a Dry Heat
 
Google Books
You know you’re in Arizona when—:
101 quintessential places, people, events, customs, lingo, and eats of the Grand Canyon State
By Sam Lowe
Guilford, CT: Insiders’ Guide
2005
Pg. 32:
Since only the privileged few can spend the entire summer in the hills or on the ater, the second option is so popular that the term “but it’s a dry heat” has become Arizona’s unofficial motto. It would be the official motto if Ditat Deus (“God Enriches”) hadn’t been selected by legislators in an air-conditioned office. The unofficial motto may be used to belittle those who think that 110 degreees is going to fry their brains, as in, “Well of course it’s hot. You’re in the desert. But it’s a dry heat.”
   
Google Books
Arizona:
A Celebration of the Grand Canyon State
By Jim Turner
Layton, UT: Gibbs Smith
2011
Pg. 240:
In his 1878 Picturesque Arizona, Enoch Conklin quotes Dr. A. M. Loryen: ‘The heat in Arizona, though high, is endurable in consequence of the dryness.” This may be the granddaddy to Arizona’s most quoted weather phrase: “but it’s a dry heat, so you don’t mind it.”
     
Google Books
Song of the Waterwheel:
The True Story of a Love and Marriage That Beat the Odds
By John Hansen
Bloomington, IN: WestBow Press
2012
Pg. 264:
I had never experienced heat like Arizona in the summer; day after day it was 112 degrees and up, and it didn’t cool to below one hundred degrees until after 1:00 a.m. “But it’s a dry heat,” the locals like to say. Sure it is: so dry that my wet swimsuit left outside would be stiff as a wooden board in ten minutes.
   
Google Books
I Hate Everyone…Starting with Me (Enhanced Edition)
By Joan Rivers
New York, NY: The Berkeley Publishing Group
2012
Pg. ?:
I hate Arizona. It always eight hundred degrees outside and everybody’s always saying, “But it’s a dry heat!” So’s the inside of my microwave.