I think it originated in 1971, when OR governor Tom McCall famously said, "Come visit us again and again. This is a state of excitement. But for heaven's sake, don't come here to live." It wasn't meant as a joke, he was speaking in earnest. One of his ongoing themes was opposing growth for growth's sake and he helped pass the strict land-use policies that largely still exist. It has become a joke though, you will see "Welcome to Oregon, now go home" bumperstickers and such. And a quick way to get dirty looks at a party is to announce that you just moved here from California and can't believe how cheap the houses are.