The first mention of an "escape" event outside of the scripture (according to my studies) is The Shepherd of Hermes. The following is an excerpt from my book, The Partial Rapture "Theory" Explained / Escaping The Coming Storm.
The Shepherd of Hermes is one such ancient document.
We will acknowledge first that much of what is recorded in these texts does not agree with the teachings of the scripture. That fact alone establishes the complete set of manuscripts of no doctrinal value. But, setting aside that detail for the moment in order to analyze the contents of these documents, we learn one of the records makes mention of a vision the “shepherd” had of a giant raging beast. This animal made an attempt to charge the shepherd presumably to cause him great harm. The shepherd however was able to escape by relying on God for protection.
The next vision he encounters is that of a beautiful maiden, identified by the shepherd himself as the Church. She in turn identifies the creature as an illustration of the Great Tribulation to come, and tells him he escaped it by putting his full trust in God. She then gives him the responsibility of informing all other believers they can do the same, but only if they too put their full trust in the Lord.
This is a very brief look and oversimplification of the content of those manuscripts. But since they have been accepted to have been written in the second century, it is concrete proof that the “concept” of the Rapture in general (as referring to an escape from a future time of Great Tribulation) and conditions connected to participating in that specific escape existed outside of Biblical text, but inside the body of the Church, to within approximately one hundred years of the physical death of Jesus Christ.
Even if the doctrine is in error, it was a belief of a portion of the membership of the Church, regardless of how few, documented to as early as the second century and there exists earlier evidence.
More info can be found on my message board at, revjwwhitejr.conforums.com/index.cgi
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here.