Peter Pan

A more correct answer to this question would be Peter and Wendy, or Peter Pan and Wendy. As far as I can make out, Peter Pan was never the title of any novel published in J. M. Barrie's lifetime. (He died in 1937, aged 77.)

The first work to feature Peter Pan was an adult novel (by J. M. Barrie) entitled The Little White Bird, which was first published in 1902. The character made such an impact on the reading public that Barrie adapted the section in which Peter Pan appeared as a stage play, which was first performed in 1904. The play was entitled Peter Pan (and subtitled The Boy who Wouldn't Grow Up). In 1906, part of The Little White Bird (Chapters 13 to 18, to be precise) was published as a children's novel entitled Peter Pan in Kensington Gardens.

The play (Peter Pan) was not published until 1928, but an expanded version was published in novel form in 1911, with the title Peter and Wendy. This would appear to be the first work to begin "All children, except one, grow up." (Peter Pan in Kensington Gardens has a completely different opening; for the record, it reads "You must see for yourselves that it will be difficult to follow Peter Pan's adventures unless you are familiar with the Kensington Gardens.")

Later editions of Peter and Wendy were published under the title Peter Pan and Wendy. The earliest copy with this title that I could find on the leading second hand book website (abebooks.com) was dated 1931.

The first Peter Pan film was released by Paramount in 1924. It was based on the 1904 play and entitled Peter Pan. Disney's version (with the same title) was released in 1953, and (although this is no doubt a generalisation) it seems that after that, Peter Pan was accepted as the title of any version of the story.

I did find a Dutch edition that was published in 1907, with the title Peter Pan. There are nowadays countless editions that go by the title Peter Pan, but the earliest I could find in the English language was published in 1981 by the British children's publisher, Ladybird.