It seems that the Mile High Club may be much older than one might imagine.

It's said that the first recorded incident of mile-high mischief (in an airplane*) may have been undertaken by a pilot/engineer, one Lawrence Sperry, and socialite Dorothy Rice Sims, in November 1916. The two were airborne in his Curtiss flying-boat C-2 over South Bay, New York at the time.
Apparently their efforts had something other than the desired result. Their aircraft crashed and the two were found naked in the wreckage by some passing duck-hunters. Allegedly Mr. Sperry explained that the crash had 'divested' them of their clothing.
It’s intriguing to learn that Mr. Sperry was involved in the design and testing of the first autopilot for aircraft. I'd always assumed that it was a labor-saving device for the pilot. It now appears that he may have had in mind freeing the pilot for entirely another kind of effort.
At any rate, the Club seems to have maintained a steady popularity among travelers. A recent poll conducted by the Airlines Web site showed that 9% of respondents had done the deed up there. Interestingly, both sexes registered a similar response, which tends to support the accuracy of the survey result.

 

 

*There are unsubstantiated rumors of the feat being performed before 1916:
An early reference to the concept is found in the betting book for Brooks's, a London gentlemen's club. The 1785 entry (only two years after the first successful balloon ascent by Étienne Montgolfier) reads: "Ld. Cholmondeley has given two guineas to Ld. Derby, to receive 500 Gs whenever his lordship f**ks a woman in a Balloon one thousand yards from the Earth." (There is no further indication whether the bet was paid, or how any claim would be validated)
During the First World War, German ace Oswald Boelcke was disciplined by superiors for taking a nurse up in the cockpit of his fighter, allegedly becoming the first person to qualify as a member of the club (although the claim is dubious, considering the cramped cockpit space and the pilot requirement to constantly keep hands and feet on the control stick and rudder pedals; others maintain it was a simple joyride)