Nice question.

Whatever it was, it probably wasn't AG as AG was cobbled together from other grotesks purchased by H. Berthold A.G..

The Berthold specimens from the 1960s on Uli's site has italics (kursiv), these weights are not mentioned in the list of weights and releases up to 1958 published in 100 Jahre Berthold, which suggests to me that either they were added by G.G. Lange when he redesigned AG in the late 1950s or that they existed previously and nobody cared enough to list them in what writings and specimen books survive. Either way Lange would probably know.

I'm no expert on specimen books, but for what it's worth, here is the earliest lower case sans serif type I've come across in use, which also happens to be italic, and there is no instance of a matching roman lower case. It's from an advertising leaflet for the Liverpool & London & Globe Insurance Comapany, bound into The Sunday Magazine, Oct. 1874, printed in London by Virtue & Co.

I'm guessing that this is another question I could get answered if there was a copy of The Nymph and the Grot in Washington. At least now I have two topics to look up when the UMBC library opens in a month. Or maybe I'll just mail a check to St. Bride on Tuesday morning.

If someone has a Fontzone login, Mosely's original article is here, unfortunately I don't have a membership and since the passwords are sent via post, I won't be logging in any time soon.

The Nymph and the Grot has quite a bit about the origins of the term Egyptian, and a reproduction of an 1834 Thorowgoood sans lower case, but no mention of italic sans serif.

Thanks everybody! Interesting sample that Nick Shinn posted – this is indeed an italic, not just a slanted variant as it seems to have become standard for "prototypical" sans serif or "Grotesk" fonts (i.e. not humanist sans). The uppercase looks more like a slanted roman as in "LIFE DEPARTMENT", though.
I will keep looking and post what I can find. If anybody only had some more ideas where to look…

later:
Gill Sans Italic, Monotype: 1928-30
Futura Buchschrift schräg, Bauersche Gießerei: 1939

Thanks for the info, Nick.

I wonder if italic sans characters used were in signs before the advent of sans type. Wasn't Caslon's Egyptian based on letters he saw in signs?

James, in general the type founders were the last to get hold of a style, after signwriters, lettering artists, architects, stonemasons and calligraphers had had their way with it.

"Phantom" was one of the few display styles that were "type first", from the 1830s, because type founders used engineering tools.

For letter genres which originate with type, one should look to text type, although even here engraving played a strong role.

From my archives I've dug out a sample of a late 19th-century Cyrillic Steinschrift Kursiv (most likely, H.Berthold's). It's a truly cursive grotesque sans. Interesting, huh?