The origin of the phrase "The Whole Nine Yards" is unknown. The real question is nine yards of what? The usage of the phrase clearly indicates that the whole nine yards means the entirety or everything. Let's look at various proposed origins and refutations of them (based on about five minutes of surfing using www.google.com -- the coolest search engine around -- thanks for pointing me there Paul A!).

Football (American) -- Giving it the whole nine yards is supposed to indicate that a team drove to the first down marker. However, going only nine yards means your team failed to make it to the first down marker and the other team now has the ball. American Football requires moving the ball ten yards.

The length of a machine gun ammunition belt or the cargo capacity of a B-52 -- To give it the whole nine yards is supposed to mean you've used all the ammunition alotted to you. First off, the type of airplane used in this origin (Spitfires in the Battle of Britain or various American aircraft in the South Pacific theater) vary. Secondly, ammunition is counted in rounds or by weight, never by the length of the belt.

Cement Trucks -- Giving it the whole nine yards was to use the total capacity of a cement trucks. In the early 1960s (in what is considered to be the early lifetime of this expression), a cement trucks had the capacity of four and a half to six and a half cubic meters. In the late 1980s, the average capacity of a cement truck was about nine cubic yards.

Clothing -- Princess Diana's wedding veil is referenced several times although her marraige occurred well after this expression was is regular usage. Besides, her veil falls two feet short. Nine yards is also not a significant measure for any type of garment -- a men's suit can hold up to seven square yards of material and there is no standard length for a bolt of cloth.

Sails on a Ship -- This, cited a few times in this thread, suggests that the number of yards on a square rigged sailing ship (yards being the horizontal poles that hold the sails) -- the number given here were three yards with three sails, although the more conventional explanation has said that there were nine yards. However, it was not uncommon for such ships to have eighteen yards. If the expression came from sailing ships, the expression would be "The Whole Eighteen Yards".

"The Whole Nine Yards" is just one of those idiomatic phrases that defy explanation. This may not be satisfying, but it is not uncommon in the English language.

-Faux "Armchair Etymologist" Pas