The OED relies on the general public to help in its search for early examples of words in print. It feeds billions of words of text into its computers to form its corpus, but the text tend to come from large or well-known publications, and it misses examples in the trade press, advertising literature, private letters and so on.
Here is the OED's latest appeals page. One of the items being discussed is 'blue-arsed fly'. At the moment, the first usage in the Dictionary is from a Times article of 1970, and it was the Duke of Edinburgh who said it. However, blue-assed fly (without an r) is first attested in 1932, and the Dictionary thinks that the large gap between the two versions is unlikely. They are therefore looking for earlier examples of 'blue-arsed fly' than 1970.
The Daily Mail picked up on this story, and has expanded on it here. Lots of commentators say they remember the word from the 1940s or 50s, or from their granny. However, this isn't sufficient for the OED. They want written evidence.