This article is from the alt.usage.english FAQ, by Mark Israel firstname.lastname@example.org with numerous contributions by others.
(notes by James Kiso)
This originated as a slogan used in TV ads in the 1980s by the
National Enquirer. The Enquirer (based in Lantana, Florida; not to
be confused with Philadelphia Inquirer, a fine paper) is the
largest-selling "news" weekly in the U.S.; it belongs to the
sensationalistic genre known as "supermarket tabloids" or "checkout-
line rags" because the most familiar points of distribution are racks
near supermarket checkout lines.
The ads featured a series of "ear-catching" headlines from recent
issues followed by actors (I hope) miming surprise at the revelation.
The stories ranged from amazing weight-loss diets based on the intake
of broccoli and ice cream to the tragic story of Michael Jackson's
unrequited love for Liz Taylor. A following voice-over would say,
"Enquiring minds want to know."