A 2006 paper (pdf) by Peter Rowley-Conwy, “The Concept of Prehistory and the Invention of the Terms ‘Prehistoric’ and ‘Prehistorian’: The Scandinavian Origin, 1833–1850” (European Journal of Archaeology 9:103–130), not only antedates by twenty years the OED’s first citation for the English word (1871 E. B. Tylor Primitive Culture II. 401 “The history and pre-history of man take their proper places in the general scheme of knowledge,” in an entry updated in March 2007), it provides a fascinating look at how the term and the concept developed. Here’s the abstract:
It is usually assumed by historians of archaeology that the ‘concept of prehistory’ and the terms ‘prehistoric’ and ‘prehistorian’ first appeared in Britain and/or France in the mid nineteenth century. This contribution demonstrates that the Scandinavian equivalent terms forhistorisk and förhistorisk were in use substantially earlier, appearing in print first in 1834. Initial usage by Molbech differed slightly from that of the present day, but within three years the modern usage had been developed. The concept of prehistory was first developed at the same time by C.J. Thomsen, though he did not use the word. It was used more frequently in the nationalism debates of the 1840s, particularly by J.J.A. Worsaae. One of the other protagonists, the Norwegian Peter Andreas Munch, was probably responsible for introducing the concept to Daniel Wilson in 1849, and suggesting that an English equivalent to forhistorisk was required.
And here’s the beginning of the introduction:
Modern archaeologists clearly grasp the concepts of ‘history’ and ‘prehistory’. We have no difficulty envisaging a historical period extending a certain distance back, and before this a much longer prehistoric period extending into the deep past. For the historical period there is documentary evidence; but we accept that there was a prehistoric period, studied by prehistorians, for which there is (by definition) no documentation – material evidence is the only means by which we can examine it. But until the 19th century there was no concept of prehistory. The origin of the concept is one of the key developments in our understanding of the human past, and has seen considerable discussion in the recent English and French literature. This discussion has explored the 19th century archaeologies of the two countries, examining both the concept of prehistory, and the terminology used to discuss it.
Terminology is the more clear-cut. The first use of the word ‘prehistoric’ in English was not by an Englishman at all, but by the Scot Daniel Wilson, in his Archaeology and Prehistoric Annals of Scotland (Wilson 1851). It is generally thought likely that he invented the term himself (Daniel 1964, Chippindale 1988, Kehoe 1991, 1998, Trigger 1999, Kelley 2003). Clermont and Smith (1990:98-99) however point out that the French archaeologist Gustav d’Eichthal however used préhistorique as early as 1845, but add that it remains unclear whether Wilson ever came across this and (consciously or unconsciously) adopted it. Préhistorien first appeared in French in 1872, almost 20 years before ‘prehistorian’ first occurs in English (Clermont and Smith 1990:97).
The concept of prehistory is less clear-cut. In English, Daniel Wilson was probably the first to demonstrate a clear grasp of it; certainly no English or Irish archaeologist did so before him (Rowley-Conwy in press). In France, Paul Tournal used anté-historique as early as 1833 (Coye 1993, Stoczkowski 1993), but it is open to question whether he understood this in the way ‘prehistoric’ is now used. Tournal excavated caves and recovered human artefacts and bones of extinct mammals in the same layers, believing them to be contemporary. […]
The purpose of this contribution is to argue that the Anglo-French focus of the recent discussion has been misplaced. The Danish word for ‘prehistoric’ was first published in 1834, over a decade before even d’Eichthal’s monograph. This has passed almost entirely unnoticed in the recent Anglo-French literature […]
That gives you the gist; if you’re as interested in this stuff as I am, you’ll want to visit the link for more. (Christian Molbech, by the way, is perhaps best known today for having been nasty to Hans Christian Andersen.)