Sorry to carry on yesterday’s conversation, but a reader just sent me this snippet from a 2003 column by William Safire:

In the early days of television, the comedian Sid Caesar, playing a jubilant doughboy on Armistice Day at the end of what was then called the Great War, shouted, “World War I is over!”
The humor in that, of course, was its intentional anachronism: The name of the last century’s first major war did not become World War I until 1939, at the outbreak of what was promptly named World War II. (In the coming issue of the language quarterly Verbatim, Kathleen Miller reports that some cynics were referring to “the First World War” as early as 1918. There has not yet been a Wilsonian war to end wars. However, the “II” usage has become popular in titling movie sequels.)