It was Mack Sennett who first put bathing beauties in the movies.
Mack Sennett's Bathing Beauties seldom if ever went into the water, but if ever the occasion came that they should find themselves there, they were dressed for the occasion.
Once Sennett started it, the other studios had to have bathing beauties, too.
Hal Roach had bathing beauties as well.
A 1941 article mentions Mack Sennett once again in connection with bathing beauties.
Finally, a 1942 picture of Mack Sennett with one of the later bathing beauties, Anne Gwynne.
Mack Sennett Bathing Beauties:
http://www.udenap.org/groupe_de_pages_08/bathing_beauties.htm ( French: can be translated )