"They call it the World Series...but it is usually played in the Bronx!" can be found in Google Groups, May 25, 2001.

Here's a reference to this now-popular T-shirt wisdom:

(GOOGLE GROUPS)
From: Ultraspunk (.(JavaScript must be enabled to view this email address))
Subject: Re: The cubs rule
View: Complete Thread (5 articles)
Original Format
Newsgroups: rec.music.phish
Date: 2003-06-08 09:50:38 PST

>
>ah yes, the cubs rule: Thou shalt not win a world series

I saw a cool shirt yesterday at the game though...
"Why do they call it the world series when it is usually played in the bronx"